• Journal of the Korean Data and Information Science Society
• /
• v.18 no.1
• /
• pp.247-257
• /
• 2007

In this paper, we develop the noninformative priors for the common shape parameter in the gamma distributions. We develop the matching priors and reveal that the second order matching prior does not exist. It turns out that the one-at-a-time reference prior and the two group reference prior satisfy a first order probability matching criterion. Some simulation study is peformed.

• Journal of the Korean Data and Information Science Society
• /
• v.27 no.4
• /
• pp.1091-1100
• /
• 2016

This paper considers the noninformative priors for the linear function of parameters in the lognormal distribution. The lognormal distribution is applied in the various areas, such as occupational health research, environmental science, monetary units, etc. The linear function of parameters in the lognormal distribution includes the expectation, median and mode of the lognormal distribution. Thus we derive the probability matching priors and the reference priors for the linear function of parameters. Then we reveal that the derived reference priors do not satisfy a first order matching criterion. Under the general priors including the derived noninformative priors, we check the proper condition of the posterior distribution. Some numerical study under the developed priors is performed and real examples are illustrated.

• 한국데이터정보과학회:학술대회논문집
• /
• 2005.10a
• /
• pp.71-84
• /
• 2005

The Fieller-Creasy problem involves statistical inference about the ratio of two independent normal means. It is difficult problem from either a frequentist or a likelihood perspective. As an alternatives, a Bayesian analysis with noninformative priors may provide a solution to this problem. In this paper, we extend the results of Yin and Ghosh (2001) to unbalanced sample case. We find various noninformative priors such as first and second order matching priors, reference and Jeffreys' priors. The posterior propriety under the proposed noninformative priors will be given. Using real data, we provide illustrative examples. Through simulation study, we compute the frequentist coverage probabilities for probability matching and reference priors. Some simulation results will be given.

• Journal of the Korean Statistical Society
• /
• v.31 no.1
• /
• pp.17-31
• /
• 2002

This paper considers noninformative priors for the power law process under failure truncation. Jeffreys'priors as well as reference priors are found when one or both parameters are of interest. These priors are compared in the light of how accurately the coverage probabilities of Bayesian credible intervals match the corresponding frequentist coverage probabilities. It is found that the reference priors have a definite edge over Jeffreys'prior in this respect.

• Journal of the Korean Statistical Society
• /
• v.29 no.1
• /
• pp.17-27
• /
• 2000

In this paper, we develop noninformative priors that are used for estimating the reliability of stress-strength system under the Burr-type X model. A class of priors is found by matching the coverage probabilities of one-sided Bayesian credible interval with the corresponding frequentist coverage probabilities. It turns out that the reference prior as well as the Jeffreys prior are the second order matching prior. The propriety of posterior under the noninformative priors is proved. The frequentist coverage probabilities are investigated for samll samples via simulation study.

• Journal of the Korean Data and Information Science Society
• /
• v.13 no.2
• /
• pp.235-242
• /
• 2002

In this paper, we develop noninformative priors that are used for estimating the ratio of failure rates under Freund's bivariate exponential distribution. A class of priors is found by matching the coverage probabilities of one-sided Baysian credible interval with the corresponding frequentist coverage probabilities. Also the propriety of posterior under the noninformative priors is proved and the frequentist coverage probabilities are investigated for small samples via simulation study.

• The Korean Journal of Applied Statistics
• /
• v.15 no.2
• /
• pp.405-414
• /
• 2002

We consider the problem of estimating the error variance of in a two-way mixed-effects ANOVA model using noninformative priors. First, we derive Jeffreys' prior, a reference prior, and matching priors. We then provide marginal posterior distributions under those noninformative priors. Finally, we provide graphs of marginal posterior densities of the error variance and credible intervals for the error variance in two real data set and compare these credible intervals.

• Journal of the Korean Data and Information Science Society
• /
• v.13 no.2
• /
• pp.217-226
• /
• 2002

In this paper, we derive noninformative priors for the ratio of failure rates in exponential model. A class of priors is found by matching the coverage probabilities of one-sided Baysian credible interval with the corresponding frequentist coverage probabilities. And we prove that the noninformative prior matches the alternative coverage probabilities and is a HPD matching prior up to the second order. Finally, we provide simulated freqentist coverage probabilities under the derived noninformative prior for small samples.

• Journal of the Korean Data and Information Science Society
• /
• v.20 no.3
• /
• pp.601-614
• /
• 2009

This paper derives noninformative priors for scale parameter of exponential distribution when the data are collected in multiple step stress accelerated life tests. We nd the objective priors for this model and show that the reference prior satisfies first order matching criterion. Also, we show that there exists no second order matching prior. Some simulation results are given and using artificial data, we perform Bayesian analysis for proposed priors.

• 한국데이터정보과학회:학술대회논문집
• /
• 2006.04a
• /
• pp.1-6
• /
• 2006

We consider the issue of Bayesian prediction of the unobservable random effects, And we characterize priors that ensure approximate frequentist validity of posterior quantiles of unobservable random effects. Finally we show that the probability matching criteria for prediction of unobservable random effects in one-way random ANOVA model.