Proceedings of the Korean Statistical Society Conference (한국통계학회:학술대회논문집)
- 2003.10a
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- Pages.15-19
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- 2003
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
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