Journal of the Korean Statistical Society

  • 제31권1호
  • /
  • Pages.17-31
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  • 2002
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  • 1226-3192(pISSN)
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  • 2005-2863(eISSN)
한국통계학회 (The Korean Statistical Society)
권호 표지

Noninformative Priors for the Power Law Process

  • Kim, Dal-Ho (Department of Statistics, Kyungpook National University) ;
  • Kang, Sang-Gil (Department of Statistics, Kyungsung University) ;
  • Lee, Woo-Dong (Faculty of Information Science, Kyungsan University)
  • 발행 : 2002.03.01
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초록

This paper considers noninformative priors for the power law process under failure truncation. Jeffreys'priors as well as reference priors are found when one or both parameters are of interest. These priors are compared in the light of how accurately the coverage probabilities of Bayesian credible intervals match the corresponding frequentist coverage probabilities. It is found that the reference priors have a definite edge over Jeffreys'prior in this respect.

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참고문헌

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