Analysis of the Behrens-Fisher Problem Based on Bayesian Evidence
The Behrens-Fisher problem concerns the inferences for the difference between the means of two normal populations without making any assumption about the variances. Although the problem has been extensively studied in the literature, researchers cannot agree on its solution at present. In this paper...
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Format: | Article |
Language: | English |
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Wiley
2014-01-01
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Series: | Journal of Applied Mathematics |
Online Access: | http://dx.doi.org/10.1155/2014/978691 |
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author | Yuliang Yin Baoren Li |
author_facet | Yuliang Yin Baoren Li |
author_sort | Yuliang Yin |
collection | DOAJ |
description | The Behrens-Fisher problem concerns the inferences for the difference between the means of two normal populations without making any assumption about the variances. Although the problem has been extensively studied in the literature, researchers cannot agree on its solution at present. In this paper, we propose a new method for dealing with the Behrens-Fisher problem in the Bayesian framework. The Bayesian evidence for testing the equality of two normal means and a credible interval at a specified level for the difference between the means are derived. Simulation studies are carried out to evaluate the performance of the provided Bayesian evidence. |
format | Article |
id | doaj-art-bbc039fdee6a4f859164f0f59dbb740d |
institution | Kabale University |
issn | 1110-757X 1687-0042 |
language | English |
publishDate | 2014-01-01 |
publisher | Wiley |
record_format | Article |
series | Journal of Applied Mathematics |
spelling | doaj-art-bbc039fdee6a4f859164f0f59dbb740d2025-02-03T06:12:41ZengWileyJournal of Applied Mathematics1110-757X1687-00422014-01-01201410.1155/2014/978691978691Analysis of the Behrens-Fisher Problem Based on Bayesian EvidenceYuliang Yin0Baoren Li1School of Economics, Beijing Technology and Business University, Beijing 100048, ChinaSchool of Economics, Beijing Technology and Business University, Beijing 100048, ChinaThe Behrens-Fisher problem concerns the inferences for the difference between the means of two normal populations without making any assumption about the variances. Although the problem has been extensively studied in the literature, researchers cannot agree on its solution at present. In this paper, we propose a new method for dealing with the Behrens-Fisher problem in the Bayesian framework. The Bayesian evidence for testing the equality of two normal means and a credible interval at a specified level for the difference between the means are derived. Simulation studies are carried out to evaluate the performance of the provided Bayesian evidence.http://dx.doi.org/10.1155/2014/978691 |
spellingShingle | Yuliang Yin Baoren Li Analysis of the Behrens-Fisher Problem Based on Bayesian Evidence Journal of Applied Mathematics |
title | Analysis of the Behrens-Fisher Problem Based on Bayesian Evidence |
title_full | Analysis of the Behrens-Fisher Problem Based on Bayesian Evidence |
title_fullStr | Analysis of the Behrens-Fisher Problem Based on Bayesian Evidence |
title_full_unstemmed | Analysis of the Behrens-Fisher Problem Based on Bayesian Evidence |
title_short | Analysis of the Behrens-Fisher Problem Based on Bayesian Evidence |
title_sort | analysis of the behrens fisher problem based on bayesian evidence |
url | http://dx.doi.org/10.1155/2014/978691 |
work_keys_str_mv | AT yuliangyin analysisofthebehrensfisherproblembasedonbayesianevidence AT baorenli analysisofthebehrensfisherproblembasedonbayesianevidence |