Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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Intrinsic Priors for Testing Two Normal Means with the Default Bayes Factors

  • Jongsig Bae (Department of Mathematics, SungKyunKwan University) ;
  • Kim, Hyunsoo (Department of Mathematics, SungKyunKwan University) ;
  • Kim, Seong W. (Department of Statistics, Seoul Nation University)
  • Published : 2000.12.01
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Abstract

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.

Keywords

References

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