Proceedings of the Korean Statistical Society Conference (한국통계학회:학술대회논문집)

The Korean Statistical Society (한국통계학회)
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Noninformative Priors for the Intraclass Coefficient of a Symmetric Normal Distribution

  • Chang, In-Hong (Department of Computer Science and Statistics, Chosun University) ;
  • Kim, Byung-Hwee (Department of Mathematics, Hanyang University)
  • Published : 2003.10.31
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Abstract

In this paper, we develop the Jeffreys' prior, reference priors and the probability matching priors for the intraclass correlation coefficient of a symmetric normal distribution. We next verify propriety of posterior distributions under those noninformative priors. We examine whether reference priors satisfy the probability matching criterion.

Keywords