Journal of the Korean Data and Information Science Society

한국데이터정보과학회 (The Korean Data and Information Science Society)
권호 표지

Default Bayesian testing for the bivariate normal correlation coefficient

  • Kang, Sang-Gil (Department of Computer and Data Information, Sangji University) ;
  • Kim, Dal-Ho (Department of Statistics, Kyungpook National University) ;
  • Lee, Woo-Dong (Department of Asset Management, Daegu Haany University)
  • 투고 : 2011.07.13
  • 심사 : 2011.09.15
  • 발행 : 2011.10.01
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초록

This article deals with the problem of testing for the correlation coefficient in the bivariate normal distribution. We propose Bayesian hypothesis testing procedures for the bivariate normal correlation coefficient under the noninformative prior. The noninformative priors are usually improper which yields a calibration problem that makes the Bayes factor to be defined up to a multiplicative constant. So we propose the default Bayesian hypothesis testing procedures based on the fractional Bayes factor and the intrinsic Bayes factors under the reference priors. A simulation study and an example are provided.

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참고문헌

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