• Journal of the Korean Data and Information Science Society
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• 제26권6호
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• pp.1583-1592
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• 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.

• Journal of the Korean Data and Information Science Society
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• 제22권6호
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• pp.1265-1273
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• 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.

• Journal of the Korean Data and Information Science Society
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• 제18권4호
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• pp.1123-1134
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• 2007

This article addresses the problem of testing whether the shape parameters in k independent Weibull populations are equal. We propose a Bayesian model selection procedure for equality of the shape parameters. 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 model selection procedure based on the fractional Bayes factor and the intrinsic Bayes factor under the reference prior. Simulation study and a real example are provided.

• Journal of the Korean Data and Information Science Society
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• 제19권4호
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• pp.1379-1390
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• 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.

• Journal of the Korean Data and Information Science Society
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• 제19권3호
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• pp.995-1006
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• 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.

• Journal of the Korean Statistical Society
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• 제29권4호
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• pp.395-405
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• 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.

• 품질경영학회지
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• 제30권2호
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• pp.118-129
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• 2002

A multiple test of a mean parameter, λ, in the Poisson model is considered using the Bayes factor. Under noninformative improper priors, the intrinsic Bayes factor(IBF) of Berger and Pericchi(1996) and the fractional Bayes factor(FBF) of O'Hagan(1995) called as the default or automatic Bayes factors are used to select one among three models, M$_1$: λ< $λ_0, M$_2$: λ= $λ_0, M$_3$: λ> $λ_0. Posterior probability of each competitive model is computed using the default Bayes factors. Finally, theoretical results are applied to simulated data and real data.

• Journal of the Korean Data and Information Science Society
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• 제17권2호
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• pp.619-631
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• 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.

• Journal of the Korean Data and Information Science Society
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• 제17권4호
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• pp.1413-1425
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• 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.

• Journal of the Korean Data and Information Science Society
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• 제16권4호
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• pp.1095-1106
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• 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.