A Two-Sample Test of High Dimensional Means Based on Posterior Bayes Factor
A Two-Sample Test of High Dimensional Means Based on Posterior Bayes Factor
In classical statistics, the primary test statistic is the likelihood ratio. However, for high dimensional data, the likelihood ratio test is no longer effective and sometimes does not work altogether. By replacing the maximum likelihood with the integral of the likelihood, the Bayes factor is obtained. The posterior Bayes factor …