Yin [1] has developed a new Bayesian measure of evidence for testing a point\nnull hypothesis which agrees with the frequentist p-value thereby, solving\nLindleyâ??s paradox. Yin and Li [2] extended the methodology of Yin [1] to the\ncase of the Behrens-Fisher problem by assigning Jeffreysâ?? independent prior\nto the nuisance parameters. In this paper, we were able to show both analytically\nand through the results from simulation studies that the methodology of\nYin [1] solves simultaneously, the Behrens-Fisher problem and Lindleyâ??s paradox\nwhen a Gamma prior is assigned to the nuisance parameters.
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