BEST - Bayesian t.test

November 28, 2015

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It is interesting to implement the t.test using mcmc based on paper written by J.K. Kruschke
Implemented using MCMCpack from the high level, 5 parameters to estimate - mu1, mu2, sigma1, sigma2, nu prior mu ~ N(mu, sd*1000, log=T) prior sd ~ unif(sd, sd/1000, sd*1000, log=T) prior nu ~ dexp(nu-1, 1/29, log=T) likelihood <- function(theta, x, y) log.prior + sum(t(mu, sd, nu, log=T))