한국데이터정보과학회:학술대회논문집

The Korean Data and Information Science Society (한국데이터정보과학회)
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Bayesian Hypothesis Testing for the Ratio of Means in Exponential Distributions

  • Kang, Sang-Gil (Department of Applied Statistics, Sangji University) ;
  • Kim, Dal-Ho (Department of Statistics, Kyungpook National Univeristy) ;
  • Lee, Woo-Dong (Department of Asset Management, Daegu Haany University)
  • Published : 2006.11.17
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Abstract

This paper considers testing for the ratio of two exponential means. We propose a solution based on a Bayesian decision rule to this problem in which no subjective input is considered. The criterion for testing is the Bayesian reference criterion (Bernardo, 1999). We derive the Bayesian reference criterion for testing the ratio of two exponential means. Simulation study and a real data example are provided.

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