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Waldian t tests: Sequential Bayesian t tests with controlled error probabilities.

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Bayesian t tests have become increasingly popular alternatives to null-hypothesis significance testing (NHST) in psychological research. In contrast to NHST, they allow for the quantification of evidence in favor of… Click to show full abstract

Bayesian t tests have become increasingly popular alternatives to null-hypothesis significance testing (NHST) in psychological research. In contrast to NHST, they allow for the quantification of evidence in favor of the null hypothesis and for optional stopping. A major drawback of Bayesian t tests, however, is that error probabilities of statistical decisions remain uncontrolled. Previous approaches in the literature to remedy this problem require time-consuming simulations to calibrate decision thresholds. In this article, we propose a sequential probability ratio test that combines Bayesian t tests with simple decision criteria developed by Abraham Wald in 1947. We discuss this sequential procedure, which we call Waldian t test, in the context of three recently proposed specifications of Bayesian t tests. Waldian t tests preserve the key idea of Bayesian t tests by assuming a distribution for the effect size under the alternative hypothesis. At the same time, they control expected frequentist error probabilities, with the nominal Type I and Type II error probabilities serving as upper bounds to the actual expected error rates under the specified statistical models. Thus, Waldian t tests are fully justified from both a Bayesian and a frequentist point of view. We highlight the relationship between Bayesian and frequentist error probabilities and critically discuss the implications of conventional stopping criteria for sequential Bayesian t tests. Finally, we provide a user-friendly web application that implements the proposed procedure for interested researchers. (PsycInfo Database Record (c) 2022 APA, all rights reserved).

Keywords: waldian tests; error probabilities; sequential bayesian; bayesian tests; tests sequential

Journal Title: Psychological methods
Year Published: 2022

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