Journal of the Korean Data and Information Science Society
- Volume 18 Issue 1
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- Pages.219-228
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- 2007
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- 1598-9402(pISSN)
Reference-Intrinsic Analysis for the Ratio of Two Normal Variances
- Jang, Eun-Jin (Department of Statistics, Kyungpook National University) ;
- Kim, Dal-Ho (Department of Statistics, Kyungpook National University) ;
- Lee, Kyeong-Eun (Department of Statistics, Kyungpook National University)
- Published : 2007.02.28
Abstract
In this paper, we consider a decision-theoretic oriented, objective Bayesian inference for the ratio of two normal variances. Specifically we derive the Bayesian reference criterion as well as the intrinsic estimator and the credible region which correspond to the intrinsic discrepancy loss and the reference prior. We illustrate our results using real data analysis and simulation study.
Keywords
- Bayesian Reference Criterion;
- Credible Region;
- Intrinsic Estimator;
- Intrinsic Expected Loss;
- Reference Prior