RT Journal Article
T1 A Bayesian Solution to the Behrens-Fisher problem
A1 Girón González-Torre, F. Javier
A1 Castillo-Vázquez, Carmen
K1 Modelos matemáticos
AB A simple solution to the Behrens–Fisher problem based on Bayes factors is presented, and its relation with the Behrens–Fisher distribution is explored. The construction of the Bayes factor is based on a simple hierarchical model, and has a closed form based on the densities of general Behrens–Fisher distributions. Simple asymptotic approximations of the Bayes factor, which are functions of the Kullback–Leibler divergence between normal distributions, are given, and it is also proved to be consistent. Some examples and comparisons are also presented.
PB Springer
YR 2021
FD 2021-07
LK https://hdl.handle.net/10630/23852
UL https://hdl.handle.net/10630/23852
LA eng
NO Girón, F. J., & del Castillo, C. (2021). A Bayesian solution to the Behrens–Fisher problem. Revista de La Real Academia de Ciencias Exactas, Fisicas y Naturales - Serie A: Matematicas, 115(4). https://doi.org/10.1007/s13398-021-01098-0
NO Open access funding provided by Universidad de Málaga/CBUA.
DS RIUMA. Repositorio Institucional de la Universidad de Málaga
RD 20 ene 2026