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Bayesian Statistics: An Introduction, 4th Edition
book

Bayesian Statistics: An Introduction, 4th Edition

by Peter M. Lee
September 2012
Intermediate to advanced
486 pages
10h 41m
English
Wiley
Content preview from Bayesian Statistics: An Introduction, 4th Edition

5.3 Variances unknown and unequal (Behrens–Fisher problem)

5.3.1 Formulation of the problem

In this section, we are concerned with the most general case of the problem of two normal samples, where neither the means nor the variances are assumed equal. Consequently we have independent vectors  and  such that

Unnumbered Display Equation

and  . This is known as the Behrens–Fisher problem (or sometimes as the Behrens problem or the Fisher–Behrens problem).

It is convenient to use the notation of the previous section, except that sometimes we write  and  instead of  and  to avoid using sub-subscripts. In addition, it is useful to define

For the moment, we shall assume independent reference priors uniform in λ, μ, and ψ. Then, ...

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Publisher Resources

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