Journal of the Korean Data and Information Science Society
- Volume 14 Issue 3
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- Pages.697-705
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- 2003
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- 1598-9402(pISSN)
Reference Priors in the Normal Distributions with Common Coefficient of Variation
- Lee, Hee-Choon (Department of Applied Statistics, Sangji University) ;
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Kang, Sang-Gil
(Department of Applied Statistics, Sangji University)
- Published : 2003.08.31
Abstract
When X and Y have independent normal distributions with equal coefficient of variation, we develop the reference priors for different groups of ordering for the parameters. Propriety of posteriors under reference priors proved. A real example is presented to compare the classical estimator and Bayes estimator.