Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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BAYESIAN TEST FOR THE EQUALITY OF THE MEANS AND VARIANCES OF THE TWO NORMAL POPULATIONS WITH VARIANCES RELATED TO THE MEANS USING NONINFORMATIVE PRIORS

  • Kim, Dal-Ho (Department of Statistics, Kyungpook National University) ;
  • Kang, Sang-Gil (Department of Applied Statistics, Sanji University) ;
  • Lee, Woo-Dong (Faculty of Information Science, Kyungsan University)
  • Published : 2003.09.01
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Abstract

In this paper, when the variance of the normal distribution is related to the mean, we develop noninformative priors such as matching priors and reference priors. We prove that the second order matching prior matches alternative coverage probabilities up to the same order and also it is a HPD matching prior. It turns out that one-at-a-time reference prior satisfies a second order matching criterion. Then using these noninformative priors, we develop a Bayesian test procedure for the equality of the means and variances of two independent normal distributions using fractional Bayes factor. Some simulation study is performed, and a real data example is also provided.

Keywords

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