English

A tutorial on generalizing the default Bayesian t-test via posterior sampling and encompassing priors

Computation 2021-12-07 v2

Abstract

With the advent of so-called default Bayesian hypothesis tests, scientists in applied fields have gained access to a powerful and principled method for testing hypotheses. However, such default tests usually come with a compromise, requiring the analyst to accept a one-size-fits-all approach to hypothesis testing. Further, such tests may not have the flexibility to test problems the scientist really cares about. In this tutorial, I demonstrate a flexible approach to generalizing one specific default test (the JZS t-test; Rouder et al., 2009) that is becoming increasingly popular in the social and behavioral sciences. The approach uses two theoretical results, the Savage-Dickey density ratio (Dickey and Lientz, 1980) and the technique of encompassing priors (Klugkist et al., 2005) in combination with MCMC sampling via an easy-to-use probabilistic modeling package for R called Greta. Through a comprehensive mathematical description of the techniques as well as illustrative examples, the reader is presented with a general, flexible workflow that can be extended to solve problems relevant to his or her own work.

Keywords

Cite

@article{arxiv.1812.03092,
  title  = {A tutorial on generalizing the default Bayesian t-test via posterior sampling and encompassing priors},
  author = {Thomas J. Faulkenberry},
  journal= {arXiv preprint arXiv:1812.03092},
  year   = {2021}
}

Comments

in press at Communications for Statistical Methods and Applications

R2 v1 2026-06-23T06:35:34.179Z