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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Main Authors: Yuliang Yin, Baoren Li
Format: Article
Language:English
Published: Wiley 2014-01-01
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.
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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