Bayesian rank-based hypothesis testing for the rank sum test, the signed rank test, and Spearman's ρ
Year: 2020
Type: article
Abstract: Bayesian inference for rank-order problems is frustrated by the absence of an explicit likelihood function. This hurdle can be overcome by assuming a latent normal representation that is consistent with the ordinal information in the data: the observed ranks are conceptualized as an impoverished reflection of an underlying continuous scale, and inference concerns the parameters that govern the latent representation. We apply this generic data-augmentation method to obtain Bayes factors for three popular rank-based tests: the rank sum test, the signed rank test, and Spearman's ρs.
Source: Journal of Applied Statistics
Authors: J. van Doorn, A. Ly, M. Marsman, E.-J. Wagenmakers
Institutions: University of Amsterdam, Centrum Wiskunde & Informatica
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: hybrid
OpenAlex ID: W3000294554
