Objective Bayesian Testing for Effect Size in Paired Study

  • Kang, Sang-Gil (Department of Computer & Data Information, Sangji University) ;
  • Kim, Dal-Ho (Department of Statistics, Kyungpook National University) ;
  • Lee, Woo-Dong (Department of Asset Management, Daegu Haany University)
  • Published : 2008.11.30

Abstract

This article deals with the problem of testing whether the effect size in paired study exists. We propose Bayesian hypothesis testing procedures for the effect size in paired study under the noninformative prior. The noninformative prior is usually improper which yields a calibration problem that makes the Bayes factor to be defined up to a multiplicative constant. So we propose the objective Bayesian hypothesis testing procedures based on the fractional Bayes factor and the intrinsic Bayes factor under the reference prior. Simulation study and a real data example are provided.

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