Bayesian Insight Into a Robust Two‐sample t‐Test Based on Asymmetric Censored Samples

Abstract A robust two‐sample Student t ‐type procedure based on symmetrically censored samples proposed by Tiku (1980, 1982a, b) is studied from the Bayesian point of view. The effect of asymmetric censoring on this procedure is investigated and a good approximation to its posterior distribution in this case is worked out. An illustrative example is also presented.