• Journal of the Korean Data and Information Science Society
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• 제21권1호
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• pp.163-172
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• 2010

In this paper, we deal with the problem for testing homogeneity of coecients of variation in several normal distributions. We propose Bayesian hypothesis testing procedures based on the Bayes factor under noninformative prior. The noninformative prior is usually improper which yields a calibration problem that makes the Bayes factor to be dened 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.

• 한국데이터정보과학회:학술대회논문집
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• 한국데이터정보과학회 2005년도 추계학술대회
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• pp.27-34
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• 2005

We consider the problem of estimating the system reliability noninformative priors when both stress and strength follow generalized gamma distributions. We first derive Jeffreys' prior, group ordering reference priors, and matching priors. We investigate the propriety of posterior distributions and provide marginal posterior distributions under those noninformative priors. We also examine whether the reference priors satisfy the probability matching criterion.

• 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.

• Communications for Statistical Applications and Methods
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• 제12권2호
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• pp.395-411
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• 2005

In this paper, we develop the Jeffreys' prior, reference prior and the the probability matching priors for the difference of intraclass correlation coefficients in familial data. e prove the sufficient condition for propriety of posterior distributions. Using marginal posterior distributions under those noninformative priors, we compare posterior quantiles and frequentist coverage probability.

• Journal of the Korean Data and Information Science Society
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• 제28권1호
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• pp.217-225
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• 2017

This article deals with the problem of multiple hypothesis testing for the shape parameter in the generalized exponential distribution. We propose Bayesian hypothesis testing procedures for multiple hypotheses of the shape parameter with the noninformative prior. The Bayes factor with the noninformative prior is not well defined. The reason is that the most of the noninformative prior can be improper. Therefore we study the default Bayesian multiple hypothesis testing methods using the fractional and intrinsic Bayes factors with the reference priors. Simulation study is performed and an example is given.

• 응용통계연구
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• 제16권1호
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• pp.141-150
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• 2003

본 논문은 베이즈인자(Bayes factor)를 이용하여 정상(stationary) AR(1)모형의 자기회귀계수에 대해 다중검정하는 방법을 제시한다. 모수들에 대한 사전분포로는 무정보 사전분포(noninformative prior distribution)를 가정한다. 이러한 경우에 통상적으로 사용되는 베이즈인자를 근사없이 정확히 계산하여 각 모형에 대한 사후확률(posterior probability)을 얻는다. 최종적으로 모의실험 자료 및 실제 자료에 적용하여 이론의 결과가 잘 부합되는지를 검토한다.

• Journal of the Korean Data and Information Science Society
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• 제21권4호
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• pp.757-764
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• 2010

In this paper, we develop the reference priors for the common location parameter in the half-normal distributions with unequal scale paramters. We derive the reference priors as noninformative prior and prove the propriety of joint posterior distribution under the general prior including the reference priors. Through the simulation study, we show that the proposed reference priors match the target coverage probabilities in a frequentist sense.

• Journal of the Korean Statistical Society
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• 제24권2호
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• pp.313-335
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• 1995

Suppose that we have $k(k \geq 2)$ populations (or systems), say $\pi_1, \cdots, \pi_k$, to be tested. Under the type-II censored testing without replacement we consider the problem of estimating the unknown parameters of interests and the reliability for a given time t for each population. Also we compare the perfomances of the proposed Bayes estimators with another estiamtors under the Jeffrey-type noninformative prior distribution.

• Journal of the Korean Data and Information Science Society
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• 제21권2호
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• pp.335-343
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• 2010

In this paper, we develop the reference priors for the common scale parameter in the nonregular Pareto distributions with unequal shape paramters. We derive the reference priors as noninformative prior and prove the propriety of joint posterior distribution under the general prior including the reference priors. Through the simulation study, we show that the proposed reference priors match the target coverage probabilities in a frequentist sense.

• Communications for Statistical Applications and Methods
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• 제14권3호
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• pp.633-640
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• 2007

We develop noninformative priors for the ratio of the lognormal means in equal variances case. The Jeffreys' prior and reference priors are derived. We find a first order matching prior and a second order matching prior. It turns out that Jeffreys' prior and all of the reference priors are first order matching priors and in particular, one-at-a-time reference prior is a second order matching prior. One-at-a-time reference prior meets very well the target coverage probabilities. We consider the bioequivalence problem. We calculate the posterior probabilities of the hypotheses and Bayes factors under Jeffreys' prior, reference prior and matching prior using a real-life example.