A Bayesian Approach to the Multivariate Behrens-Fisher by Nel D. G., Groenewald P. C. N.

By Nel D. G., Groenewald P. C. N.

Self sufficient random samples of sizesN 1 andN 2 from multivariate common populationsN p (θ1,∑1) andN p (θ2,∑2) are thought of. less than the null hypothesisH zero: θ1=θ2, a unmarried θ is generated from aN p(μ, Σ) earlier distribution, whereas underH 1: θ1≠θ2 skill are generated from the exchangeable priorN p(μ,σ). In either instances Σ should be assumed to have a obscure previous distribution. For an easy covariance constitution, the Bayes factorB and minimal Bayes consider favour of the null hypotheses is derived. The Bayes probability for every speculation is derived and a method is mentioned for utilizing the Bayes issue and Bayes dangers to check the speculation.

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