Journal of the Korean Data and Information Science Society

The Korean Data and Information Science Society (한국데이터정보과학회)
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Bayesian Test for the Difference of Exponential Guarantee Time Parameters

  • Kang, Sang-Gil (Department of Applied Statistics, Sangji University) ;
  • Kim, Dal-Ho (Department of Statistics, Kyungpook National University) ;
  • Lee, Woo-Dong (Department of Asset Management, Daegu Hanny University)
  • Published : 2005.11.30
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Abstract

When X and Y have independent two parameter exponential distributions, we develop a Bayesian testing procedures for the equality of two location parameters. The reference prior in non-regular exponential model is derived. Under this reference prior, we propose a Bayesian test procedures for the equality of two location parameters using fractional Bayes factor and intrinsic Bayes factor. Simulation study and some real data examples are provided.

Keywords

References

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