Extending the Behrens-Fisher Problem to Testing Equality of Slopes in Linear Regression: The Bayesian Approach
作者: Mohamed ShoukriFutwan Al-Mohanna
刊名: Open Journal of Statistics, 2018, Vol.08 (02), pp.284-301
来源数据库: Scientific Research Publishing Journal
DOI: 10.4236/ojs.2018.82018
原始语种摘要: Testing the equality of means of two normally distributed randomvariables when their variances are unequal is known in the statisticalliterature as the “Behrens-Fisher problem”. It is well-known that the posteriordistributions of the parameters of interest are the primitive of Bayesianstatistical inference. For routine implementation of statistical proceduresbased on posterior distributions, simple and efficient approaches are required.Since the computation of the exact posterior distribution of the Behrens-Fisherproblem is obtained using numerical integration, several approximations arediscussed and compared. Tests and Bayesian Highest-Posterior Density (H.P.D)intervals based upon these approximations are discussed. We extend the proposedapproximations to test of parallelism in simple...
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  • equality 相等
  • Testing 检测
  • routine 程序
  • problem 题目
  • inference 推理
  • posterior 修]后面[端;验
  • extend 延长
  • interest 兴趣
  • implementation 执行
  • integration 集成