Journal of the Korean Data and Information Science Society

The Korean Data and Information Science Society (한국데이터정보과학회)
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Noninformative priors for the ratio of the scale parameters in the half logistic distributions

  • 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)
  • Received : 2012.06.26
  • Accepted : 2012.07.19
  • Published : 2012.07.31
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Abstract

In this paper, we develop the noninformative priors for the ratio of the scale parameters in the half logistic distributions. We develop the first and second order matching priors. It turns out that the second order matching prior matches the alternative coverage probabilities, and is a highest posterior density matching prior. Also we reveal that the one-at-a-time reference prior and Jeffreys' prior are the second order matching prior. We show that the proposed reference prior matches the target coverage probabilities in a frequentist sense through simulation study, and an example based on real data is given.

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References

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