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An empirical bayes approach to the Behrens-Fisher problem

โœ Scribed by Q. P. Duong; R. W. Shorrock

Publisher
John Wiley and Sons
Year
1992
Tongue
English
Weight
472 KB
Volume
3
Category
Article
ISSN
1180-4009

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โœฆ Synopsis

This paper is inspired by recent work of G.A. Barnard, who treats the Behrens-Fisher problem from a Bayesian point of view, and provides calculator programs to implement the solutions (including the classical fiducial solution). We review Barnard's work, and generalize his family of priors in a manner that makes it convenient to estimate the form of the prior from the observed variance ratio. A calculator program is provided t o give an empirical estimate (based on marginal maximum likelihood), in an interesting special case, of a parameter of the prior distribution. In addition, programs similar to Barnard's are provided to calculate Bayes or Empirical Bayes p-values and confidence intervals.

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