Journal of the Korean Data and Information Science Society
- 제18권4호
- /
- Pages.1123-1134
- /
- 2007
- /
- 1598-9402(pISSN)
Bayesian Model Selection in Weibull Populations
초록
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.
키워드