Bayesian Latent-Normal Inference for the Rank Sum Test, the Signed Rank Test, and Spearman's $\rho$
@article{Doorn2017BayesianLI, title={Bayesian Latent-Normal Inference for the Rank Sum Test, the Signed Rank Test, and Spearman's \$\rho\$}, author={Johnny van Doorn and Alexander Ly and Maarten Marsman and Eric-Jan Wagenmakers}, journal={arXiv: Methodology}, year={2017} }
Bayesian inference for rank-order problems is frustrated by the absence of an explicit likelihood function. This hurdle can be overcome by assuming a latent normal representation that is consistent with the ordinal information in the data: the observed ranks are conceptualized as an impoverished reflection of an underlying continuous scale, and inference concerns the parameters that govern the latent representation. We apply this generic data-augmentation method to obtain Bayesian counterparts…
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