2026-05-28T08:01:16Zhttps://riuma.uma.es/rest/oai/requestoai:riuma.uma.es:10630/238522026-02-03T11:29:52Zcom_10630_2254col_10630_37953
RIUMA. Repositorio Institucional de la Universidad de Málaga
author
Girón González-Torre, F. Javier
author
Castillo-Vázquez, Carmen
2022-03-10T13:19:18Z
2022-03-10T13:19:18Z
2021-07
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
https://hdl.handle.net/10630/23852
10.1007/s13398-021-01098-0
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.
eng
Modelos matemáticos
A Bayesian Solution to the Behrens-Fisher problem
journal article
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374541
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2021-RACSAM 2021.pdf