• 제목/요약/키워드: Bayes Factor

검색결과 154건 처리시간 0.024초

Bayesian Hypothesis Testing for the Difference of Quantiles in Exponential Models

  • Kang, Sang-Gil
    • Journal of the Korean Data and Information Science Society
    • /
    • 제19권4호
    • /
    • pp.1379-1390
    • /
    • 2008
  • This article deals with the problem of testing the difference of quantiles in exponential distributions. We propose Bayesian hypothesis testing procedures for the difference of two quantiles under the noninformative prior. The noninformative prior is usually improper which yields a calibration problem that makes the Bayes factor to be defined up to a multiplicative constant. So we propose the objective Bayesian hypothesis testing procedures based on the fractional Bayes factor and the intrinsic Bayes factor under the matching prior. Simulation study and a real data example are provided.

  • PDF

Default Bayesian one sided testing for the shape parameter in the log-logistic distribution

  • Kang, Sang Gil
    • Journal of the Korean Data and Information Science Society
    • /
    • 제26권6호
    • /
    • pp.1583-1592
    • /
    • 2015
  • This paper deals with the problem of testing on the shape parameter in the log-logistic distribution. We propose default Bayesian testing procedures for the shape parameter 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. We can solve the this problem by the intrinsic Bayes factor and the fractional Bayes factor. 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.

Objective Bayesian testing for the location parameters in the half-normal distributions

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
    • /
    • 제22권6호
    • /
    • pp.1265-1273
    • /
    • 2011
  • This article deals with the problem of testing the equality of the location parameters in the half-normal distributions. We propose Bayesian hypothesis testing procedures for the equality of the location parameters under the noninformative prior. The non-informative prior is usually improper which yields a calibration problem that makes the Bayes factor to be defined up to arbitrary constants. This problem can be deal with the use of the fractional Bayes factor or intrinsic Bayes factor. So we propose the default Bayesian hypothesis testing procedures based on the fractional Bayes factor and the intrinsic Bayes factors under the reference priors. Simulation study and an example are provided.

Instrinsic Priors for Testing Two Exponential Means with the Fractional Bayes Factor

  • Kim, Seong W.;Kim, Hyunsoo
    • Journal of the Korean Statistical Society
    • /
    • 제29권4호
    • /
    • pp.395-405
    • /
    • 2000
  • This article addresses the Bayesian hypothesis testing for the comparison of two exponential mans. Conventional Bayes factors with improper non-informative priors are into well defined. The fractional Byes factor(FBF) of O'Hagan(1995) is used to overcome such as difficulty. we derive proper intrinsic priors, whose Bayes factors are asymptotically equivalent to the corresponding FBFs. We demonstrate our results with three examples.

  • PDF

Bayesian One-Sided Hypothesis Testing for Shape Parameter in Inverse Gaussian Distribution

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
    • /
    • 제19권3호
    • /
    • pp.995-1006
    • /
    • 2008
  • This article deals with the one-sided hypothesis testing problem in inverse Gaussian distribution. We propose Bayesian hypothesis testing procedures for the one-sided hypotheses of the shape parameter under the noninformative prior. The noninformative prior is usually improper which yields a calibration problem that makes the Bayes factor to be defined up to a multiplicative constant. So we propose the objective Bayesian hypothesis testing procedures based on the fractional Bayes factor, the median intrinsic Bayes factor and the encompassing intrinsic Bayes factor under the reference prior. Simulation study and a real data example are provided.

  • PDF

Bayesian One-Sided Testing for the Ratio of Poisson Means

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
    • /
    • 제17권2호
    • /
    • pp.619-631
    • /
    • 2006
  • When X and Y have independent Poisson distributions, we develop a Bayesian one-sided testing procedures for the ratio of two Poisson means. We propose the objective Bayesian one-sided testing procedures for the ratio of two Poisson means based on the fractional Bayes factor and the intrinsic Bayes factor. Some real examples are provided.

  • PDF

Bayesian Test for the Equality of Gamma Means

  • Kang, Sang-Gil
    • Journal of the Korean Data and Information Science Society
    • /
    • 제17권4호
    • /
    • pp.1413-1425
    • /
    • 2006
  • When X and Y have independent gamma distributions, we develop a Bayesian procedure for testing the equality of two gamma means. The reference prior is derived. Using the derived reference prior, we propose a Bayesian test procedure for the equality of two gamma means using fractional Bayes factor and intrinsic Bayes factor. Simulation study and a real data example are provided.

  • PDF

Bayesian Test for the Difference of Exponential Guarantee Time Parameters

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
    • /
    • 제16권4호
    • /
    • pp.1095-1106
    • /
    • 2005
  • When X and Y have independent two parameter exponential distributions, we develop a Bayesian testing procedures for the equality of two location parameters. The reference prior in non-regular exponential model is derived. Under this reference prior, we propose a Bayesian test procedures for the equality of two location parameters using fractional Bayes factor and intrinsic Bayes factor. Simulation study and some real data examples are provided.

  • PDF

Bayesian One-Sided Testing for the Ratio of Poisson Means

  • 강상길;김달호;이우동
    • 한국데이터정보과학회:학술대회논문집
    • /
    • 한국데이터정보과학회 2006년도 PROCEEDINGS OF JOINT CONFERENCEOF KDISS AND KDAS
    • /
    • pp.295-306
    • /
    • 2006
  • When X and Y have independent Poisson distributions, we develop a Bayesian one-sided testing procedures for the ratio of two Poisson means. We propose the objective Bayesian one-sided testing procedures for the ratio of two Poisson means based on the fractional Bayes factor and the intrinsic Bayes factor. Some real examples are provided.

  • PDF

Bayesian Test for the Difference of Exponential Guarantee Time Parameters

  • 강상길;김달호;이우동
    • 한국데이터정보과학회:학술대회논문집
    • /
    • 한국데이터정보과학회 2004년도 춘계학술대회
    • /
    • pp.15-23
    • /
    • 2004
  • When X and Y have independent two parameter exponential distributions, we develop a Bayesian testing procedures for the equality of two location parameters. Under the noninformative prior, we propose a Bayesian test procedures for the equality of two location parameters using fractional Bayes factor and intrinsic Bayes factor. Simulation study and some real data examples are provided.

  • PDF