한국데이터정보과학회:학술대회논문집
- 한국데이터정보과학회 2003년도 춘계학술대회
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- Pages.27-37
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- 2003
NONINFORMATIVE PRIORS FOR PARETO DISTRIBUTION : REGULAR CASE
-
Kim, Dal-Ho
(Department of Statistics, Kyungpook National University)
;
- Lee, Woo-Dong (Faculty of Information and Science, Kyungsan University) ;
-
Kang, Sang-Gil
(Department of Statistics, Sangji University)
- 발행 : 2003.05.30
초록
In this paper, we develop noninformative priors for two parameter Pareto distribution. Specially, we derive Jeffrey's prior, probability matching prior and reference prior for the parameter of interest. In our case, the probability matching prior is only a first order and there does not exist a second order matching prior. Some simulation reveals that the matching prior performs better to achieve the coverage probability. And a real example will be given.
키워드