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http://dx.doi.org/10.7465/jkdi.2015.26.3.739

Default Bayesian testing equality of scale parameters in several inverse Gaussian 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 Data Management, Daegu Haany University)
Publication Information
Journal of the Korean Data and Information Science Society / v.26, no.3, 2015 , pp. 739-748 More about this Journal
Abstract
This paper deals with the problem of testing about the equality of the scale parameters in several inverse Gaussian distributions. We propose default Bayesian testing procedures for the equality of the shape parameters under the reference priors. The reference prior is usually improper which yields a calibration problem that makes the Bayes factor to be defined up to a multiplicative constant. Therefore we propose the default Bayesian 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; inverse Gaussian distribution; reference prior; scale parameter;
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Times Cited By KSCI : 2  (Citation Analysis)
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