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arXiv · 1712.06941

Bayesian Rank-Based Hypothesis Testing for the Rank Sum Test, the Signed Rank Test, and Spearman's $\rho$

Johnny van Doorn·Alexander Ly·Maarten Marsman·Eric-Jan Wagenmakers
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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 $\rho_s$.

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Johnny van Doorn, Alexander Ly, Maarten Marsman, Eric-Jan Wagenmakers. 2017-12-19. Bayesian Rank-Based Hypothesis Testing for the Rank Sum Test, the Signed Rank Test, and Spearman's $\rho$. https://arxiv.org/abs/1712.06941

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