Bayesian Analysis of the Behrens-Fisher Problem under a Gamma Prior

• 作者: Nengak Emmanuel Goltong Sani Ibrahim Doguwa
• 来源期刊: 统计学期刊(英文)
• 学科: 医学
• 关键词: Behrens-Fisher PROBLEM Lindley’s PARADOX METROPOLIS-HASTINGS Algorithm INFORMATIVE PRIORS
• 年，卷（期）: 2018,（6）
• 页码范围: 902-914
• 页数: 13页
• 分类号: R73

摘要

Yin [1] has developed a new Bayesian measure of evidence for testing a point null hypothesis which agrees with the frequentist p-value thereby, solving Lindley’s paradox. Yin and Li [2] extended the methodology of Yin [1] to the case of the Behrens-Fisher problem by assigning Jeffreys’ independent prior to the nuisance parameters. In this paper, we were able to show both analytically and through the results from simulation studies that the methodology of Yin?[1] solves simultaneously, the Behrens-Fisher problem and Lindley’s paradox when a Gamma prior is assigned to the nuisance parameters.