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http://dx.doi.org/10.7465/jkdi.2012.23.4.833

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)
Publication Information
Journal of the Korean Data and Information Science Society / v.23, no.4, 2012 , pp. 833-841 More about this Journal
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.
Keywords
Half logistic distribution; matching prior; reference prior; scale parameter;
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Times Cited By KSCI : 2  (Citation Analysis)
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