A Directional Bayesian Significance Test for Equality of Variances

摘要

A directional Bayesian pure significance test for the equality of variances is developed. The approach is based on the assessment of observed departure conditioned on the direction of departure in multivariate models. The resulting one-dimensional directional distribution is easily interpreted. Normality is not required. Robustness of prior selection is discussed focusing on directional properties of the multivariate prior. Several examples are considered.