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http://dx.doi.org/10.5351/KJAS.2004.17.1.049

Noninformative Priors for the Ratio of Parameters in Inverse Gaussian Distribution  

강상길 (상지대학교 응용통계학과)
김달호 (경북대학교 자연과학대학 통계학과)
이우동 (대구한의대학교 정보과학부 정보분석학)
Publication Information
The Korean Journal of Applied Statistics / v.17, no.1, 2004 , pp. 49-60 More about this Journal
Abstract
In this paper, when the observations are distributed as inverse gaussian, we developed the noninformative priors for ratio of the parameters of inverse gaussian distribution. We developed the first order matching prior and proved that the second order matching prior does not exist. It turns out that one-at-a-time reference prior satisfies a first order matching criterion. Some simulation study is performed.
Keywords
Noninformative Prior; Probability Matching Prior; Reference Prior; Inverse Gaussian Distribution;
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