Bayesian Analysis of the Behrens-Fisher Problem under a Gamma Prior
| Autor: | Sani I. Doguwa, Nengak Emmanuel Goltong |
|---|---|
| Rok vydání: | 2018 |
| Předmět: |
05 social sciences
Bayesian probability 050905 science studies 01 natural sciences Behrens–Fisher problem Measure (mathematics) 010104 statistics & probability Metropolis–Hastings algorithm Frequentist inference Applied mathematics 0509 other social sciences 0101 mathematics Lindley's paradox Null hypothesis Mathematics |
| Zdroj: | Open Journal of Statistics. :902-914 |
| ISSN: | 2161-7198 2161-718X |
| DOI: | 10.4236/ojs.2018.86060 |
| Popis: | 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. |
| Databáze: | OpenAIRE |
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