A New Bayesian Two-Sample t Test and Solution to the Behrens–Fisher Problem Based on Gaussian Mixture Modelling with Known Allocations

Riko Kelter ()
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Riko Kelter: University of Siegen

Statistics in Biosciences, 2022, vol. 14, issue 3, No 2, 380-412

Abstract: Abstract Testing differences between a treatment and control group is common practice in biomedical research like randomized controlled trials (RCT). The standard two-sample t test relies on null hypothesis significance testing (NHST) via p values, which has several drawbacks. Bayesian alternatives were recently introduced using the Bayes factor, which has its own limitations. This paper introduces an alternative to current Bayesian two-sample t tests by interpreting the underlying model as a two-component Gaussian mixture in which the effect size is the quantity of interest, which is most relevant in clinical research. Unlike p values or the Bayes factor, the proposed method focusses on estimation under uncertainty instead of explicit hypothesis testing. Therefore, via a Gibbs sampler, the posterior of the effect size is produced, which is used subsequently for either estimation under uncertainty or explicit hypothesis testing based on the region of practical equivalence (ROPE). An illustrative example, theoretical results and a simulation study show the usefulness of the proposed method, and the test is made available in the R package bayest. In sum, the new Bayesian two-sample t test provides a solution to the Behrens–Fisher problem based on Gaussian mixture modelling.

Keywords: Bayesian t test; Reproducibility in medical research; Region of practical equivalence (ROPE); Behrens–Fisher-problem (search for similar items in EconPapers)
Date: 2022
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DOI: 10.1007/s12561-021-09326-2

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