Journal of the Korean Data and Information Science Society
- 제17권4호
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- Pages.1329-1341
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- 2006
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- 1598-9402(pISSN)
Bayesian Model Selection in the Gamma Populations
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Kang, Sang-Gil
(Department of Applied Statistics, Sangji University) ;
- Kang, Doo-Young (Department of Applied Statistics, Sangji University)
- 발행 : 2006.11.30
초록
When X and Y have independent gamma distributions, we consider the testing problem for two gamma means. We propose a solution based on a Bayesian model selection procedure to this problem in which no subjective input is considered. The reference prior is derived. Using the derived reference prior, we compute the fractional Bayes factor and the intrinsic Bayes factors. The posterior probability of each model is used as a model selection tool. Simulation study and a real data example are provided.