• Journal of the Korean Data and Information Science Society
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• 제16권4호
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• pp.1119-1128
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• 2005

The Bayes factors with improper noninformative priors are defined only up to arbitrary constants. So it is known that Bayes factors are not well defined due to this arbitrariness in Bayesian hypothesis testing and model selections. The intrinsic Bayes factor and the fractional Bayes factor have been used to overcome this problem. In this paper, we suggest a Bayesian hypothesis testing based on the intrinsic Bayes factor and the fractional Bayes factor for the comparison of two lognormal variances. Using the proposed two Bayes factors, we demonstrate our results with some examples.

• 한국데이터정보과학회:학술대회논문집
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• 한국데이터정보과학회 2003년도 추계학술대회
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• pp.39-47
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• 2003

The Bayes factors with improper noninformative priors are defined only up to arbitrary constants. So, it is known that Bayes factors are not well defined due to this arbitrariness in Bayesian hypothesis testing and model selections. The intrinsic Bayes factor by Berger and Pericchi (1996) and the fractional Bayes factor by O'Hagan (1995) have been used to overcome this problems. This paper suggests intrinsic priors for testing the equality of two lognormal means, whose Bayes factors are asymptotically equivalent to the corresponding fractional Bayes factors. Using proposed intrinsic priors, we demonstrate our results with a simulated dataset.

• Journal of the Korean Data and Information Science Society
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• 제14권3호
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• pp.661-671
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• 2003

The Bayes factors with improper noninformative priors are defined only up to arbitrary constants. So, it is known that Bayes factors are not well defined due to this arbitrariness in Bayesian hypothesis testing and model selections. The intrinsic Bayes factor by Berger and Pericchi (1996) and the fractional Bayes factor by O'Hagan (1995) have been used to overcome this problems. This paper suggests intrinsic priors for testing the equality of two lognormal means, whose Bayes factors are asymptotically equivalent to the corresponding fractional Bayes factors. Using proposed intrinsic priors, we demonstrate our results with real example and a simulated dataset.

• 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.

• Journal of the Korean Statistical Society
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• 제29권4호
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• pp.443-454
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• 2000

In Bayesian model selection or testing problems of different dimensions, the conventional Bayes factors with improper noninformative priors are not well defined. The intrinsic Bayes factor and the fractional Bayes factor are used to overcome such problems by using a data-splitting idea and fraction, respectively. This article addresses a Bayesian testing for the comparison of two normal means with unknown variance. We derive proper intrinsic priors, whose Bayes factors are asymptotically equivalent to the corresponding fractional Bayes factor. We demonstrate our results with two examples.

• 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.

• Journal of the Korean Data and Information Science Society
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• 제18권3호
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• pp.833-845
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• 2007

When X and Y have independent exponential distributions, we develop a Bayesian testing procedure for the ratio of two quantiles under reference prior. The noninformative prior such as reference prior is usually improper which yields a calibration problem that makes the Bayes factor to be defined up to a multiplicative constant. So we develop a Bayesian testing procedure based on fractional Bayes factor and intrinsic Bayes factor. We show that the posterior density under the reference prior is proper and propose the Bayesian testing procedure for the ratio of two quantiles 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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• 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.

• 응용통계연구
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• 제13권2호
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• pp.427-436
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• 2000

이 논문에서는 신뢰수명자료의 분석에 많이 사용되는 지수분포, 와이블분포, 로그정규분포에 대해, 현재의 자료가 어느 분포에 가장 적합한가를 알아보기 위한 베이자안 모형 선택방법을 제안한다. 일반적으로, 모수에 대한 사전분포가 부적절 분포인 경우, 베이즈 요인(Bayes factor)은 미지의 상수를 포함한다. 이러한 문제점을 해결하기 위하여 O’Hagan(1995)에 의해 제안된 fractional Bayes factor를 이용하여 자료를 가장 적합시키는 모형을 찾는다. 특히, 제2종 중도절단자료가 주어진 경우. 이 자료를 이용한 베이지안 모형선택에 대한 연구는 거의 이루어진 바가 없다. 실제 자료와 인위적인 자료를 이용하여 로그정규분포, 지수분포, 와이블모형중 어느 모형에 가장 잘 적합한지를 검정하는 예를 보인다.