Bayesian approach to robust comparison of two means based on asymmetric type-II censored samples

By adopting Bayesian method, we develop in this paper a robust procedure for comparing two means when variances are unequal based on asymmetric Type-II censored samples and assuming normality for the censored samples. The posterior distribution of the difference ε of means is derived and approximated. Bayesian interval for ε is then obtained and used to make inference about ε further, the effects of asymmetric censoring on the posterior probabilities are assessed. These results are finally applied to Lehmann's data and to Brownlee's data. The results display that the effects of asymmetric censoring are in general quite small.