2026-05-31T15:35:40Zhttps://riuma.uma.es/rest/oai/requestoai:riuma.uma.es:10630/280832026-02-03T12:19:36Zcom_10630_2254col_10630_37959
RIUMA. Repositorio Institucional de la Universidad de Málaga
author
Castillo-Vázquez, Carmen
author
Girón González-Torre, F. Javier
2023-11-21T06:57:30Z
2023-11-21T06:57:30Z
2023
https://hdl.handle.net/10630/28083
The multivariate Behrens-Fisher problem consists of testing the equality of the mean vectors of two independent multivariate normal populations with unknown and arbitrary covariance matrices. In this work we provide a Bayesian solution to the multivariate Behrens-Fisher problem based on Bayes factors. For this purpose, the problem is formulated as a homogeneity testing problem and a hierarchical model is considered that allows us to derive a Bayes factor. The use of such a hierarchical model solves the problem that arises in the calculation of the Bayes factor when improper prior distributions are used. The relationship of the proposed Bayes factor with the multivariate Behrens-Fisher distribution is analysed and it is also shown to be consistent. Finally, some examples and comparisons with some frequentist tests are given.
eng
Attribution-NonCommercial-NoDerivatives 4.0 Internacional
Modelos matemáticos
Estadística bayesiana
Modelos multinivel (Estadística)
A Bayesian approach to the multivariate Behrens-Fisher problem.
conference output
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URL
https://riuma.uma.es/bitstreams/11179209-9afd-45fe-8d22-090f1e38162f/download
File
MD5
fc726b5fce74174cd6c3ecff4a225108
1346444
application/pdf
Comunicacion.pdf