• Title/Summary/Keyword: Intrinsic discrepancy loss

Search Result 5, Processing Time 0.016 seconds

Reference-Intrinsic Analysis for the Ratio of Two Normal Variances

  • Jang, Eun-Jin;Kim, Dal-Ho;Lee, Kyeong-Eun
    • Journal of the Korean Data and Information Science Society
    • /
    • v.18 no.1
    • /
    • pp.219-228
    • /
    • 2007
  • In this paper, we consider a decision-theoretic oriented, objective Bayesian inference for the ratio of two normal variances. Specifically we derive the Bayesian reference criterion as well as the intrinsic estimator and the credible region which correspond to the intrinsic discrepancy loss and the reference prior. We illustrate our results using real data analysis and simulation study.

  • PDF

Reference-Intrinstic Analysis for the Difference between Two Normal Means

  • Jang, Eun-Jin;Kim, Dal-Ho;Lee, Kyeong-Eun
    • Communications for Statistical Applications and Methods
    • /
    • v.14 no.1
    • /
    • pp.11-21
    • /
    • 2007
  • In this paper, we consider a decision-theoretic oriented, objective Bayesian inference for the difference between two normal means with unknown com-mon variance. We derive the Bayesian reference criterion as well as the intrinsic estimator and the credible region which correspond to the intrinsic discrepancy loss and the reference prior. We illustrate our results using real data analysis as well as simulation study.

An Objective Bayesian Inference for the Difference between Two Normal Means

  • Jang, Eun-Jin;Kim, Dal-Ho;Lee, Kyeong-Eun
    • Journal of the Korean Data and Information Science Society
    • /
    • v.17 no.4
    • /
    • pp.1365-1374
    • /
    • 2006
  • In this paper, we consider a decision-theoretic oriented, objective Bayesian inference for the difference between two normal means with known variances. We derive the Bayesian reference criterion as well as the intrinsic estimator and the credible region which correspond to the intrinsic discrepancy loss and the reference prior. We show the similarity between derived two-sample results and the results for the one-sample case in Bernardo(1999).

  • PDF

Bayesian Hypothesis Testing for the Ratio of Exponential Means

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
    • /
    • v.17 no.4
    • /
    • pp.1387-1395
    • /
    • 2006
  • This paper considers testing for the ratio of two exponential means. We propose a solution based on a Bayesian decision rule to this problem in which no subjective input is considered. The criterion for testing is the Bayesian reference criterion (Bernardo, 1999). We derive the Bayesian reference criterion for testing the ratio of two exponential means. Simulation study and a real data example are provided.

  • PDF

Bayesian Hypothesis Testing for the Ratio of Means in Exponential Distributions

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • 한국데이터정보과학회:학술대회논문집
    • /
    • 2006.11a
    • /
    • pp.205-213
    • /
    • 2006
  • This paper considers testing for the ratio of two exponential means. We propose a solution based on a Bayesian decision rule to this problem in which no subjective input is considered. The criterion for testing is the Bayesian reference criterion (Bernardo, 1999). We derive the Bayesian reference criterion for testing the ratio of two exponential means. Simulation study and a real data example are provided.

  • PDF