TY - JOUR A2 - Au, Francis T. K. AU - Yin, Yuliang AU - Li, Baoren PY - 2014 DA - 2014/03/04 TI - Analysis of the Behrens-Fisher Problem Based on Bayesian Evidence SP - 978691 VL - 2014 AB - The Behrens-Fisher problem concerns the inferences for the difference between the means of two normal populations without making any assumption about the variances. Although the problem has been extensively studied in the literature, researchers cannot agree on its solution at present. In this paper, we propose a new method for dealing with the Behrens-Fisher problem in the Bayesian framework. The Bayesian evidence for testing the equality of two normal means and a credible interval at a specified level for the difference between the means are derived. Simulation studies are carried out to evaluate the performance of the provided Bayesian evidence. SN - 1110-757X UR - https://doi.org/10.1155/2014/978691 DO - 10.1155/2014/978691 JF - Journal of Applied Mathematics PB - Hindawi Publishing Corporation KW - ER -