Journal of the Korean Data and Information Science Society
- Volume 18 Issue 4
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- Pages.1123-1134
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- 2007
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- 1598-9402(pISSN)
Bayesian Model Selection in Weibull Populations
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Kang, Sang-Gil
(Department of Computer & Data Information, Sangji University)
- Published : 2007.11.30
Abstract
This article addresses the problem of testing whether the shape parameters in k independent Weibull populations are equal. We propose a Bayesian model selection procedure for equality of the shape parameters. The noninformative prior is usually improper which yields a calibration problem that makes the Bayes factor to be defined up to a multiplicative constant. So we propose the objective Bayesian model selection procedure based on the fractional Bayes factor and the intrinsic Bayes factor under the reference prior. Simulation study and a real example are provided.
Keywords
- Equality Of The Shape Parameters;
- Fractional Bayes Factor;
- Intrinsic Bayes Factor;
- Reference Prior;
- Weibull Populations