Journal of the Korean Data and Information Science Society

The Korean Data and Information Science Society (한국데이터정보과학회)
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Bayesian testing for the homogeneity of the shape parameters of several inverse Gaussian distributions

  • Lee, Woo Dong (Faculty of Medical Industry Convergence, Daegu Haany University) ;
  • Kim, Dal Ho (Department of Statistics, Kyungpook National University) ;
  • Kang, Sang Gil (Department of Computer and Data Information, Sangji University)
  • Received : 2016.04.25
  • Accepted : 2016.05.24
  • Published : 2016.05.31
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Abstract

We develop the testing procedures about the homogeneity of the shape parameters of several inverse Gaussian distributions in our paper. We propose default Bayesian testing procedures for the shape parameters under the reference priors. The Bayes factor based on the proper priors gives the successful results for Bayesian hypothesis testing. For the case of the lack of information, the noninformative priors such as Jereys' prior or the reference prior can be used. Jereys' prior or the reference prior involves the undefined constants in the computation of the Bayes factors. Therefore under the reference priors, we develop the Bayesian testing procedures with the intrinsic Bayes factors and the fractional Bayes factor. Simulation study for the performance of the developed testing procedures is given, and an example for illustration is given.

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References

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