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  A bayesian approach to the comparison of two means
 
 
Title: A bayesian approach to the comparison of two means
Author: Fong, Duncan K.H.
Appeared in: Communications in statistics
Paging: Volume 18 (1989) nr. 10 pages 3785-3800
Year: 1989
Contents: A hierarchical Bayesian approach to the problem of comparison of two means is considered. Hypothesis testing, ranking and selection, and estimation (after selection) are treated. Under the hypothesis that two means are different, it is desired to select the population which has the larger mean. Expressions for the ranking probability of each mean being the larger and the corresponding estimate of each mean are given. For certain priors, it is possible to express the quantities of interest in closed form. A simulation study has been done to compare mean square errors of a hierarchical Bayesian estimator and some of the existing estimators of the selected mean. The case of comparing two means in the presence of block effects has also been considered and an example is presented to illustrate the methodology.
Publisher: Taylor & Francis
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

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