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Bayesian hypothesis testing for homogeneity of coecients of variation in k Normal populationsy  

Kang, Sang-Gil (Department of Computer and Data Information, Sangji University)
Publication Information
Journal of the Korean Data and Information Science Society / v.21, no.1, 2010 , pp. 163-172 More about this Journal
Abstract
In this paper, we deal with the problem for testing homogeneity of coecients of variation in several normal distributions. We propose Bayesian hypothesis testing procedures based on the Bayes factor under noninformative prior. The noninformative prior is usually improper which yields a calibration problem that makes the Bayes factor to be dened up to a multiplicative constant. So we propose the objective Bayesian hypothesis testing procedures based on the fractional Bayes factor and the intrinsic Bayes factor under the reference prior. Simulation study and a real data example are provided.
Keywords
Coecients of variation; fractional Bayes factor; intrinsic Bayes factor; nor-mal distribution; reference prior;
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Times Cited By KSCI : 4  (Citation Analysis)
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