Journal of the Korean Statistical Society

  • 제29권4호
  • /
  • Pages.395-405
  • /
  • 2000
  • /
  • 1226-3192(pISSN)
  • /
  • 2005-2863(eISSN)
한국통계학회 (The Korean Statistical Society)
권호 표지

Instrinsic Priors for Testing Two Exponential Means with the Fractional Bayes Factor

  • Kim, Seong W. (Department of Statistics, Seoul National University) ;
  • Kim, Hyunsoo (Department of Mathematics, Sungkyunkwan University)
  • 발행 : 2000.12.01
PDF 다운로드
⟨ 이전 논문 다음 논문 ⟩

초록

This article addresses the Bayesian hypothesis testing for the comparison of two exponential mans. Conventional Bayes factors with improper non-informative priors are into well defined. The fractional Byes factor(FBF) of O'Hagan(1995) is used to overcome such as difficulty. we derive proper intrinsic priors, whose Bayes factors are asymptotically equivalent to the corresponding FBFs. We demonstrate our results with three examples.

키워드

참고문헌

  1. in Bayesian Statistics 4,(Bernardo, J. M., Berger, J. O., Dawid, A. P. and Smith, A. F. M. eds) On the development of the reference priors Berger, J. O.;Bernardo, J.
  2. Jouranl of the AMerican Statistical Association v.94 Default Bayes factors for Non-Nested Hypothesis Tesitng Berger, J. O.;Motera, J.
  3. Jouranl of the American Statistical Association v.91 The intrinsic Bayes factor model selection and prediction Berger, J. O.;Pericchi, L.
  4. In Proceedings of the Workshop on Model Selection On criticisms and comparisons of default Bayes factors for model selection and hypothesis testing Berger, J. O.;Pericchi, L. R.
  5. Jouranl of the American Statistical Association v.74 A predictive approach to model selection Geisser, S.;Eddy, W. F.
  6. Theory of Probability Jeffreys, H.
  7. Statistics and Probability Letters v.46 Intrinsic priors for testing exponential means Kim, S. W.
  8. Lifetime Data Analysis v.6 no.3 Intrinsic priors for model selection using an encompassing model with applications to censored failure time data Kim, S. W.;Sun, D.
  9. The Jouranl of Korean Statistical Society v.29 no.1 Intrinsic Bayes factors for exponential model comparison with censored data Kim, D.;Kang, S.;Kim, S. W.
  10. Statistical Models and Methods for Lifetime Data Lawless, J. F.
  11. Ann. Inst. Statist. Math. v.49 Testing hypotheses about the power law process under failure truncation using intrinsic Bayes factors Lingham, R. T.;Sivaganesan, S.
  12. Journal of Royal Statistical Society, ser. B v.57 Fractional Bayes factors for Model Comparison O'Hagan, A.
  13. Journal of Royal Statistical Society, ser. B v.46 A predictive model selection criterion San Martini, A.;Spezzaferri, S. F.
  14. Journal of Royal Statistical Society, ser. B v.44 Bayes factors for liner and log-linear models with vague prior information Spiegelhalter, D. J.;Smith, A. F. M.