[KSCI] Korea Science Citation Index Service

NONINFORMATIVE PRIORS FOR LINEAR COMBINATION OF THE INDEPENDENT NORMAL MEANS

Kang, Sang-Gil (Department of Applied Statistics, Sangji University)
Kim, Dal-Ho (Department of Statistics, Kyungpook National University)
Lee, Woo-Dong (Department of Asset Managemental Science, Daegu Haany University)

Publication Information

Journal of the Korean Statistical Society / v.33, no.2, 2004 , pp. 203-218 More about this Journal

Abstract

In this paper, we develop the matching priors and the reference priors for linear combination of the means under the normal populations with equal variances. We prove that the matching priors are actually the second order matching priors and reveal that the second order matching priors match alternative coverage probabilities up to the second order (Mukerjee and Reid, 1999) and also, are HPD matching priors. It turns out that among all of the reference priors, one-at-a-time reference prior satisfies a second order matching criterion. Our simulation study indicates that one-at-a-time reference prior performs better than the other reference priors in terms of matching the target coverage probabilities in a frequentist sense. We compute Bayesian credible intervals for linear combination of the means based on the reference priors.

Keywords

Probability matching priors; alternative coverage probabilities; HPD matching priors; reference priors; linear combination of the means.;

Citations & Related Records

Reference

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