hnorm <- function(p,mean=0,sd=1) return(c(qnorm((1-p)/2,mean,sd),qnorm((1+p)/2,mean,sd))) x <- c(134,146,104,119,124,161,107,83,113,129,97,123) y <- c(70,118,101,85,107,132,94) m <- length(x) n <- length(y) xbar <- mean(x) ybar <- mean(y) phi <- var(x) psi <- var(y) cat("m =",m," n =",n,"xbar =",xbar,"ybar =",ybar, "phi =",phi,"psi =",psi,"\n") meandiff <- xbar - ybar vardiff <- phi/m + psi/n s <- sqrt(vardiff) cat("Mean diff",meandiff,"and variance",vardiff,"\n") cat("Posterior 90% HDR",hnorm(0.9,meandiff,s),"\n") cat("Posterior probability diff > 0 is", 1-pnorm(0,meandiff,sqrt(vardiff)),"\n") z <- (meandiff-0)/sqrt(vardiff) omega <- phi + psi B <- sqrt(1+omega/(phi/m+psi/n))*exp(-0.5*z^2/(1+(phi/m+psi/n)/omega)) cat("Bayes factor is",B,"\n")