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Consecutive Bayes factor for the mean vector

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  • Marzieh Taheri
  • Manouchehr Kheradmandnia

Abstract

In this article, we propose an explicit closed-form fully objective Bayes factor for one-sample hypotheses testing of the mean vector of multivariate normal population. The proposed approach can be regarded as a Bayesian version of the Hotelling’s T2 test and has various appealing properties in practical applications. It relies on data only through the T2-statistic and can easily be calculated. The proposed Bayes factor is applicable for the multivariate paired test as well as the univariate case. In this article, we also introduce a simple idea of consecutive minimal training samples which leads to a fully objective Bayes factor. Simulated and real data examples are provided for illustrative purposes.

Suggested Citation

  • Marzieh Taheri & Manouchehr Kheradmandnia, 2024. "Consecutive Bayes factor for the mean vector," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 53(10), pages 3833-3849, May.
    • Handle: RePEc:taf:lstaxx:v:53:y:2024:i:10:p:3833-3849
    DOI: 10.1080/03610926.2023.2165406
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