Extending the Behrens-Fisher Problem to Testing Equality of Slopes in Linear Regression: The Bayesian Approach

Testing the equality of means of two normally distributed random variables when their variances are unequal is known in the statistical literature as the “Behrens-Fisher problem”. It is well-known that the posterior distributions of the parameters of interest are the primitive of Bayesian statistical inference. For routine implementation of statistical procedures based on posterior distributions, simple and efficient approaches are required....