• Title/Summary/Keyword: Fractional Bayes Factor

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Bayesian Hypothesis Testing for Homogeneity of the Shape Parameters in the Gamma Populations

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • v.18 no.4
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    • pp.1191-1203
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    • 2007
  • In this paper, we consider the hypothesis testing for the homogeneity of the shape parameters in the gamma distributions. The noninformative priors such as Jeffreys# prior or reference prior are 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 testing procedure for the homogeneity of the shape parameters based on the fractional Bayes factor and the intrinsic Bayes factor under the reference prior. Simulation study and a real data example are provided.

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A Bayesian Criterion for a Multiple test of Two Multivariate Normal Populations

  • Kim, Hae-Jung;Son, Young-Sook
    • Communications for Statistical Applications and Methods
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    • v.8 no.1
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    • pp.97-107
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    • 2001
  • A simultaneous test criterion for multiple hypotheses concerning comparison of two multivariate normal populations is considered by using the so called Bayes factor method. Fully parametric frequentist approach for the test is not available and thus Bayesian criterion is pursued using a Bayes factor that eliminates its arbitrariness problem induced by improper priors. Specifically, the fractional Bayes factor (FBF) by O'Hagan (1995) is used to derive the criterion. Necessary theories involved in the derivation an computation of the criterion are provided. Finally, an illustrative simulation study is given to show the properties of the criterion.

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Default Bayesian testing for scale parameters in the log-logistic distributions

  • Kang, Sang Gil;Kim, Dal Ho;Lee, Woo Dong
    • Journal of the Korean Data and Information Science Society
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    • v.26 no.6
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    • pp.1501-1511
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    • 2015
  • This paper deals with the problem of testing on the equality of the scale parameters in the log-logistic distributions. We propose default Bayesian testing procedures for the scale parameters 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. Therefore, we propose the default Bayesian testing procedures based on the fractional Bayes factor and the intrinsic Bayes factor under the reference priors. To justify proposed procedures, a simulation study is provided and also, an example is given.

Objective Bayesian Testing for Effect Size in Paired Study

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • v.19 no.4
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    • pp.1477-1489
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    • 2008
  • This article deals with the problem of testing whether the effect size in paired study exists. We propose Bayesian hypothesis testing procedures for the effect size in paired study 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 reference prior. Simulation study and a real data example are provided.

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Default Bayesian testing for the bivariate normal correlation coefficient

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.5
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    • pp.1007-1016
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    • 2011
  • This article deals with the problem of testing for the correlation coefficient in the bivariate normal distribution. We propose Bayesian hypothesis testing procedures for the bivariate normal correlation coefficient under the noninformative prior. The noninformative priors are usually improper which yields a calibration problem that makes the Bayes factor to be defined up to a multiplicative constant. So we propose the default Bayesian hypothesis testing procedures based on the fractional Bayes factor and the intrinsic Bayes factors under the reference priors. A simulation study and an example are provided.

Default Bayesian testing for the equality of the scale parameters of several inverted exponential distributions

  • Kang, Sang Gil;Kim, Dal Ho;Lee, Woo Dong
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.4
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    • pp.961-970
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    • 2014
  • This article deals with the problem of testing the equality of the scale parameters of several inverted exponential distributions. We propose Bayesian hypothesis testing procedures for the equality of the scale parameters 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 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.

Default Bayesian hypothesis testing for the scale parameters in nonregular Pareto distributions

  • Kang, Sang Gil
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.6
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    • pp.1299-1308
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    • 2012
  • This article deals with the problem of testing the equality of the scale parameters in nonregular Pareto distributions.We propose Bayesian hypothesis testing procedures for the equality of the scale parameters under the noninformative prior. The noninformative prior is usually improper which yields a calibration problem that makes the Bayes factor to be de ned up to a multiplicative constant. So we propose the default Bayesia hypothesis testing procedures based on the fractional Bayes factor and the intrinsic Bayes factors under the reference priors. Simulation study and a real data example are provided.

Default Bayesian testing equality of scale parameters in several inverse Gaussian distributions

  • Kang, Sang Gil;Kim, Dal Ho;Lee, Woo Dong
    • Journal of the Korean Data and Information Science Society
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    • v.26 no.3
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    • pp.739-748
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    • 2015
  • This paper deals with the problem of testing about the equality of the scale parameters in several inverse Gaussian distributions. We propose default Bayesian testing procedures for the equality of the shape parameters 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. 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.

Default Bayesian hypothesis testing for the scale parameters in the half logistic distributions

  • Kang, Sang Gil;Kim, Dal Ho;Lee, Woo Dong
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.2
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    • pp.465-472
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    • 2014
  • This article deals with the problem of testing the equality of the scale parameters in the half logistic distributions. We propose Bayesian hypothesis testing procedures for the equality of the scale parameters under the noninformative priors. The noninformative prior is usually improper which yields a calibration problem that makes the Bayes factor to be dened up to a multiplicative constant. Thus 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.

Default Bayesian testing for the scale parameters in two parameter exponential distributions

  • Kang, Sang Gil;Kim, Dal Ho;Lee, Woo Dong
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.4
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    • pp.949-957
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    • 2013
  • In this paper, we consider the problem of testing the equality of the scale parameters in two parameter exponential distributions. We propose Bayesian testing procedures for the equality of the scale parameters under the noninformative priors. The noninformative prior is usually improper which yields a calibration problem that makes the Bayes factor to be defined up to a multiplicative constant. Thus, 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.