Skip to contentScholarGate
LibraryBookshelfDeskReview StudioAssistant
Sign in
On this page
IntuitionHow it worksWhen to use itStrengths & limitationsCommon pitfallsApplicationsFrequently asked🔒 Read the full methodSourcesRelated methods
Cite this pageSpotted an issue on this page? Report or suggest a fix →
Home›Statistics›Bayesian Independent Samples t-test
Hypothesis testClassical statistics

Bayesian Independent Samples t-test

Also known as: Bayesian two-sample t-test, Bayes factor t-test, JZS t-test, Bayesian unpaired t-test

The Bayesian independent samples t-test quantifies evidence for or against a mean difference between two independent groups using a Bayes factor rather than a p-value. Rooted in Jeffreys's probability framework and popularized by Rouder et al. (2009), it places a Cauchy prior on the standardized effect size and returns continuous evidence for both the null and alternative hypotheses.

ScholarGate
  1. Hypothesis test
  2. v1
  3. 2 Sources
  4. PUBLISHED
Cite this page →
Tools & resources
Download slides
Learn & explore

Read the full method

Members only

Sign in with a free account to read this section.

Sign in

Method map

The neighbourhood of related methods — select a node to explore.

Bayesian Independent Samples t-test
Bayesian one-sample t-te…Bayesian one-way ANOVAIndependent samples t-te…Bayesian chi-square testBayesian cross-tabulatio…Bayesian descriptive sta…Bayesian Fisher's exact…Bayesian Mann-Whitney U…Bayesian MANOVA

When to use it

Use the Bayesian independent samples t-test when comparing the means of two independent groups on a continuous outcome and you want to quantify evidence rather than make a binary reject/not-reject decision. It is especially valuable when you need to accumulate evidence across studies, when you expect the effect may be absent, or when sample sizes are too small to trust asymptotic p-values. Avoid it when you have no basis for specifying a prior — in that case, explicitly justify the default Cauchy prior or report results for a range of r values. It is not a substitute for careful data collection; small noisy studies will produce inconclusive Bayes factors rather than clear decisions.

Strengths & limitations

Strengths
  • Provides continuous, graded evidence for both the null and the alternative hypothesis.
  • Allows sequential testing and evidence accumulation without inflating Type I error.
  • Yields a posterior distribution over the effect size, enabling richer inference than a point estimate.
  • Can support the null hypothesis explicitly, unlike classical p-values.
  • The Cauchy prior is theoretically principled and scale-invariant.
Limitations
  • The Bayes factor depends on the chosen prior; different priors yield different results.
  • Interpretation of Bayes factor thresholds is less standardized than the alpha = 0.05 convention.
  • Computationally more involved than the classical t-test, though software (JASP, BayesFactor R package) automates it.
  • Still assumes approximate normality of the outcome within each group.

Frequently asked

How do I choose the prior scale r?

The default r = sqrt(2)/2 (approximately 0.707) is recommended for a medium prior effect. Use r = 1 for a wider prior expecting larger effects, or r = 0.5 for a narrower prior expecting smaller ones. Always report the chosen r and ideally run a sensitivity analysis across multiple values.

How does BF10 differ from a p-value?

A p-value only quantifies evidence against the null; it cannot support the null. BF10 is symmetric: large values favor H1, small values favor H0. BF10 also does not depend on the sampling plan the way p-values do, making it suitable for sequential or adaptive designs.

Can I use this test without knowing Bayesian statistics?

Yes — software like JASP computes and displays BF10 automatically. However, understanding what the prior represents and how to interpret the Bayes factor scale is important for honest reporting.

What if my data violate normality?

The Bayesian t-test is moderately robust to mild non-normality in large samples, but for clearly non-normal or ordinal data consider a Bayesian Mann-Whitney U test or a robust Bayesian location model.

Is there a Welch correction in the Bayesian version?

Yes. A heteroscedastic (Welch-like) Bayesian t-test exists and is implemented in JASP and the BayesFactor R package. Use it when there is reason to doubt equal variances across the two groups.

Sources

  1. Rouder, J. N., Speckman, P. L., Sun, D., Morey, R. D., & Iverson, G. (2009). Bayesian t tests for accepting and rejecting the null hypothesis. Psychonomic Bulletin & Review, 16(2), 225–237. DOI: 10.3758/PBR.16.2.225 ↗
  2. Jeffreys, H. (1961). Theory of Probability (3rd ed.). Oxford University Press. ISBN: 978-0198503682

How to cite this page

ScholarGate. (2026, June 3). Bayesian Independent Samples t-test. ScholarGate. https://scholargate.app/en/statistics/bayesian-independent-samples-t-test

Related methods

Bayesian one-sample t-testBayesian one-way ANOVAIndependent samples t-test

Which method?

Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.

  • Bayesian one-sample t-testStatistics↔ compare
  • Bayesian one-way ANOVAStatistics↔ compare
  • Independent samples t-testStatistics↔ compare
Compare side by side →

Referenced by

Bayesian chi-square testBayesian cross-tabulation analysisBayesian descriptive statisticsBayesian Fisher's exact testBayesian Mann-Whitney U testBayesian MANOVABayesian one-sample t-testBayesian one-way ANOVA

Similar methods

Bayesian t-TestBayesian one-sample t-testBayesian Hypothesis Testing ResearchBayesian Model Testing ResearchBayes Factor TestBayesian Confirmatory ResearchBayesian Mann-Whitney U testBayesian ANOVA

Related reference concepts

Bayes Factors and Marginal LikelihoodBayesian Inference FoundationsBayesian Model Comparison and SelectionPrior DistributionsBayes' Theorem and the PosteriorHyperpriors and Shrinkage

Spotted an issue on this page? Report or suggest a fix →

ScholarGate — Bayesian Independent Samples t-test (Bayesian Independent Samples t-test). Retrieved 2026-07-21 from https://scholargate.app/en/statistics/bayesian-independent-samples-t-test · Dataset: https://doi.org/10.5281/zenodo.20539026
Quick facts
Originator
Harold Jeffreys (foundational); operationalized by Rouder et al.
Year
2009 (modern form); 1961 (Jeffreys prior framework)
Type
Bayesian hypothesis test
DataType
Continuous, two independent groups
Subfamily
Classical statistics
Related methods
Bayesian one-sample t-testBayesian one-way ANOVAIndependent samples t-test
ScholarGate

A content-first reference library for research methods — what each one is, how it works, and where it comes from.

Open data (CC-BY)

Explore

  • Library
  • Search the library…
  • Browse by field
  • Fields
  • Journey
  • Compare
  • Which method?

Reference

  • Subjects
  • Atlas
  • Glossary
  • Methodology
  • Philosophy

Your tools

  • Bookshelf
  • Desk
  • Chat

Company

  • About
  • Pricing
  • Contact
  • Suggest a method

Entries are compiled from published sources for reference. Verifying the accuracy and suitability of any information for your own use remains your responsibility.

© 2026 ScholarGate · A research-method reference library
  • Privacy
  • Cookies
  • Terms
  • Delete account