A Bayesian approach for one-way ANOVA under unequal variances
F. J. Girón González-Torre, C. del Castillo Vázquez
In this report a Bayesian solution to the problem of testing the equality of the means of k independent normal populations with unknown and arbitrary variances is provided. An important issue in the solution of this problem is the determination of groups with equal means, often solved by multiple comparisons, which can lead to results that are difficult to interpret. In order to avoid this drawback, we propose to treat all possible alternatives existing in the alternative hypothesis by considering the set of all possible configurations of the set of k means. This idea is closely related to the statistical problem of cluster analysis. This allows us to reformulate the testing problem in terms of model selection. A hierarchical model is proposed to compute the Bayes factor of all models, as well as the posterior probability of all the possible configurations. Some illustrative examples of the goodness of the proposed solution are presented.
Keywords: Bayes factor, configuration, hierarchical model, model selection, cluster analysis.
Scheduled
GT21 Bayesian Inference II
June 7, 2022 3:30 PM
Audiovisual room
Other papers in the same session
D. Salmerón Martínez, J. A. Cano Sánchez, C. P. Robert
G. Garcia-Donato, M. E. Castellanos, A. Quirós Carretero, S. Cabras, A. Forte
E. Moreno Bas, F. A. Torres Ruiz, J. J. Serrano Pérez
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6/8/22
Visit Alhambra
Tomorrow, Thursday, we will visit the Alhambra. 1. At 7:00 p.m., buses will start leaving from the door of the Hotel Granada Center (in front of the door of the Faculty of Sciences) 2. Upon arrival, groups with guides will be organized. 3. There will be groups in English language. These groups will wait at the destination until the arrival of all buses. 4. After the visit to the Alhambra we will walk to the Carmen de los Mártires to have a cocktail. 5. On the way back, we can go back by bus, which will leave from the same place where they left us at the Alhambra. 6. Although the way to the Alhambra by bus seems long, it really is close to the city. We invite you, whoever wishes, to go down for a pleasant walk. 7. Do not forget to take your Alhambra ticket and your identity card or passport. The document must be the same whose number matches the ticket number you have.
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5/31/22
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5/27/22
Gala Dinner
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5/23/22
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5/16/22
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