• 제목/요약/키워드: factional Bayes factor

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Default Bayes Factors for Testing the Equality of Poisson Population Means

  • Son, Young Sook;Kim, Seong W.
    • Communications for Statistical Applications and Methods
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    • 제7권2호
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    • pp.549-562
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    • 2000
  • Default Bayes factors are computed to test the equality of one Poisson population mean and the equality of two independent Possion population means. As default priors are assumed Jeffreys priors, noninformative improper priors, and default Bayes factors such as three intrinsic Bayes factors of Berger and Pericchi(1996, 1998), the arithmetic, the median, and the geometric intrinsic Bayes factor, and the factional Bayes factor of O'Hagan(1995) are computed. The testing results by each default Bayes factor are compared with those by the classical method in the simulation study.

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Bayesian Test for the Intraclass Correlation Coefficient in the One-Way Random Effect Model

  • Kang, Sang-Gil;Lee, Hee-Choon
    • Journal of the Korean Data and Information Science Society
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    • 제15권3호
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    • pp.645-654
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    • 2004
  • In this paper, we develop the Bayesian test procedure for the intraclass correlation coefficient in the unbalanced one-way random effect model based on the reference priors. That is, the objective is to compare two nested model such as the independent and intraclass models using the factional Bayes factor. Thus the model comparison problem in this case amounts to testing the hypotheses $H_1:\rho=0$ versus $H_2:{\rho}{\neq}0$. Some real data examples are provided.

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부분 베이즈요인을 이용한 로그정규분포의 상등에 관한 베이지안검정 (Bayesian Testing for the Equality of Two Lognormal Populations with the fractional Bayes factor)

  • 문경애;김달호
    • Journal of the Korean Data and Information Science Society
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    • 제12권1호
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    • pp.51-59
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    • 2001
  • 독립이면서 로그정규분포를 따르는 두 모집단의 평균 차이에 대한 검정으로 O'Hagan (1995)이 제안한 부분 베이즈요인을 이용한 베이지안 방법을 제안한다. 이 때 모수에 대한 사전분포로는 무정보적 사전분포를 사용한다. 제안한 검정 방법의 유용성을 알아보기 위하여 실제 자료의 분석과 모의실험을 이용하여 고전적인 검정방법과 그 결과를 비교한다.

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