A Simple Two-Sample Bayesian t -Test for Hypothesis Testing

Min Wang and Guangying Liu

The American Statistician, 2016, vol. 70, issue 2, 195-201

Abstract: In this article, we propose an explicit closed-form Bayes factor for the problem of two-sample hypothesis testing. The proposed approach can be regarded as a Bayesian version of the pooled-variance t -statistic and has various appealing properties in practical applications. It relies on data only through the t -statistic and can thus be calculated by using an Excel spreadsheet or a pocket calculator. It avoids several undesirable paradoxes, which may be encountered by the previous Bayesian approach in the literature. Specifically, the proposed approach can be easily taught in an introductory statistics course with an emphasis on Bayesian thinking. Simulated and real data examples are provided for illustrative purposes.

Date: 2016
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Citations: View citations in EconPapers (5)

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DOI: 10.1080/00031305.2015.1093027

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