[KSCI] Korea Science Citation Index Service

Noninformative Priors for the Power Law Process

Kim, Dal-Ho (Department of Statistics, Kyungpook National University)
Kang, Sang-Gil (Department of Statistics, Kyungsung University)
Lee, Woo-Dong (Faculty of Information Science, Kyungsan University)

Publication Information

Journal of the Korean Statistical Society / v.31, no.1, 2002 , pp. 17-31 More about this Journal

Abstract

This paper considers noninformative priors for the power law process under failure truncation. Jeffreys'priors as well as reference priors are found when one or both parameters are of interest. These priors are compared in the light of how accurately the coverage probabilities of Bayesian credible intervals match the corresponding frequentist coverage probabilities. It is found that the reference priors have a definite edge over Jeffreys'prior in this respect.

Keywords

Credible sets; frequentist coverage probabilities; Jeffreys′ prior; power law process; probability matching priors; reference priors.;

Citations & Related Records

Reference

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