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Objective Bayesian testing for the location parameters in the half-normal 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)
Publication Information
Journal of the Korean Data and Information Science Society / v.22, no.6, 2011 , pp. 1265-1273 More about this Journal
Abstract
This article deals with the problem of testing the equality of the location parameters in the half-normal distributions. We propose Bayesian hypothesis testing procedures for the equality of the location parameters under the noninformative prior. The non-informative prior is usually improper which yields a calibration problem that makes the Bayes factor to be defined up to arbitrary constants. This problem can be deal with the use of the fractional Bayes factor or intrinsic Bayes factor. So we propose the default Bayesian hypothesis testing procedures based on the fractional Bayes factor and the intrinsic Bayes factors under the reference priors. Simulation study and an example are provided.
Keywords
Fractional Bayes factor; intrinsic Bayes factor; half-normal distribution; location parameter; reference prior;
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Times Cited By KSCI : 3  (Citation Analysis)
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