Journal of the Korean Data and Information Science Society

The Korean Data and Information Science Society (한국데이터정보과학회)
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Noninformative priors for linear combinations of exponential means

  • Lee, Woo Dong (Faculty of Medical Industry Convergence, Daegu Haany University) ;
  • Kim, Dal Ho (Department of Statistics, Kyungpook National University) ;
  • Kang, Sang Gil (Department of Computer and Data Information, Sangji University)
  • Received : 2016.02.27
  • Accepted : 2016.03.24
  • Published : 2016.03.31
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Abstract

In this paper, we develop the noninformative priors for the linear combinations of means in the exponential distributions. We develop the matching priors and the reference priors. The matching priors, the reference prior and Jeffreys' prior for the linear combinations of means are developed. It turns out that the reference prior and Jeffreys' prior are not a matching prior. We show that the proposed matching prior matches the target coverage probabilities much more accurately than the reference prior and Jeffreys' prior 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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