[KSCI] Korea Science Citation Index Service

http://dx.doi.org/10.5351/KJAS.2003.16.2.335

Comparative Study of Model Selection Using Bayes Factor through Simulation : Poisson vs. Negative Binomial Model Selection and Normal, Double Exponential vs. Cauchy Model Selection

오미라 (전남대학교 자연과학대학 통계학과)
윤소영 (경기통계사무소 경제조사과)
심정욱 (전남대학교 자연과학대학 통계학과)
손영숙 (전남대학교 자연과학대학 통계학과)

Publication Information

The Korean Journal of Applied Statistics / v.16, no.2, 2003 , pp. 335-349 More about this Journal

Abstract

In this paper, we use Bayesian method for model selection of poisson vs. negative binomial distribution, and normal, double exponential vs. cauchy distribution. The fractional Bayes factor of O'Hagan (1995) was applied to Bayesian model selection under the assumption of noninformative improper priors for all parameters in the models. Through the analyses of real data and simulation data, we examine the usefulness of the fractional Bayes factor in comparison with intrinsic Bayes factors of Berger and Pericchi (1996, 1998).

Keywords

Noninformative improper prior distribution; Bayesian model selection; fractional Bayes factor; intrinsic Bayes factor;

Citations & Related Records

Reference

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