k-Sample Bayesian Test for the Mean
摘要
In this article, a Bayesian alternative to the two-sample t-test and one-way ANOVA is proposed based on the Kullback-Leibler divergence and relative belief ratio. The new approach possesses attractive and desirable features since it can be calibrated, it provides evidence in favor of the null hypothesis, it allows checking the prior for prior-data conflict, and it maintains robustness in the analysis. Additionally, it does not require all populations to have a common variance. The utility of the approach is demonstrated through several examples in which it reflects its excellent performance.