Bayesian Hypothesis Testing for Two Lognormal Variances with the Bayes Factors

  • Moon, Gyoung-Ae (Department of Digital Information Engineering, Hanzhong University)
  • Published : 2005.11.30

Abstract

The Bayes factors with improper noninformative priors are defined only up to arbitrary constants. So it is known that Bayes factors are not well defined due to this arbitrariness in Bayesian hypothesis testing and model selections. The intrinsic Bayes factor and the fractional Bayes factor have been used to overcome this problem. In this paper, we suggest a Bayesian hypothesis testing based on the intrinsic Bayes factor and the fractional Bayes factor for the comparison of two lognormal variances. Using the proposed two Bayes factors, we demonstrate our results with some examples.

Keywords

References

  1. Journal of Korean Statistical Society v.29 Intrinsic Priors for Testing Two Normal Means with the Default Bayes Factors Bae, J.;Kim, H.;Kim, S.W.
  2. Journal of the American Statistical Association v.91 The Intrinsic Bayes Factor for Model Selection and Prediction Berger, J.O.;Pericchi, L.R.
  3. Statistics and Probability Letters v.46 Intrinsic Priors for Testing Exponential Means Kim, S.W.
  4. Journal of Statistical Planning and Inference v.87 Default Bayes Factors for Generalized Linear Models Kim, S.W.;Ibrahim, J.G.
  5. Journal of Korean Statistical Society v.29 Intrinsic Bayes Factor for Exponential Model Comparison with Censored Data Kim, D.H.;Kang, S.K.;Kim, S.W.
  6. Journal of Korean Statistical Society v.29 Intrinsic Priors for Testing Exponential Means with the Fractional Bayes Factors Kim, S.W.;Kim, S.
  7. Statistical Models and Methods for Lifetime Data Lawless, J.F.
  8. Journal of Korean Data & Information Science Society v.14 no.3 Intrinsic Priors for Testing Two Lognormal Populations with the Fractional Bayes Factors Moon, G.A.
  9. Journal of Korean Data & Information Science Society v.12 no.1 Bayesian Testing for the Equality of Two Lognormal Populations with the Fractional Bayes Factor Moon, G.A.;Kim, D.H.
  10. The Korean Journal of Applied Statistics v.14 no.2 Bayesian Testing for the Equality of K- Lognormal Populations with the Fractional Bayes Factor Moon, G.A.;Kim, D.H.
  11. Journal of Korean Data & Information Science Society v.11 no.2 Bayesian Testing for the Equality of Two Lognormal Populations Moon, G.A.;Shin, I.H.;Kim, D.H.
  12. Journal of Royal Statistical Society, B v.57 Fractional Bayes Factors for Model Comparison (with discussion) O'Hagan, A.
  13. Test v.6 Properties of Intrinsic and Fractional Bayes Factors O'Hagan, A.
  14. Journal of Royal Statistical Society, B v.44 Bayes Factors for Linear and Log-Linear Models with Vague Prior Information Spiegelhalter, D.J.;Smith, A.F.M.
  15. Statistics in Medicine v.16 Confidence Intervals for the Log-Normal Mean Zhou, X.H.;Gao, S.
  16. Biometrics v.53 Methods for Comparing the Means of Two Independent Log-Normal Samples Zhou, X.H.;Gao, S.;Hui, S.L.