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Noninformative priors for the common location parameter in half-normal distributions  

Kang, Sang-Gil (Department of Data Information, Sangji University)
Kim, Dal-Ho (Department of Statistics, Kyungpook National University)
Lee, Woo-Dong (Department of Asset Management, Daegu Haany University)
Publication Information
Journal of the Korean Data and Information Science Society / v.21, no.4, 2010 , pp. 757-764 More about this Journal
Abstract
In this paper, we develop the reference priors for the common location parameter in the half-normal distributions with unequal scale paramters. We derive the reference priors as noninformative prior and prove the propriety of joint posterior distribution under the general prior including the reference priors. Through the simulation study, we show that the proposed reference priors match the target coverage probabilities in a frequentist sense.
Keywords
Half-normal distribution; location parameter; nonregular case; reference prior;
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Times Cited By KSCI : 4  (Citation Analysis)
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