• Journal of the Korean Statistical Society
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• v.28 no.4
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• pp.503-513
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• 1999

The Bayes factor for the identification of stationary ARM(p,q) models is exactly computed using the Monte Carlo method. As priors are used the uniform prior for (\ulcorner,\ulcorner) in its stationarity-invertibility region, the Jefferys prior and the reference prior that are noninformative improper for ($\mu$,$\sigma$\ulcorner).

• Communications for Statistical Applications and Methods
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• v.10 no.3
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• pp.719-729
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• 2003

We propose a Bayesian model selection procedure for nonlinear regression models under noninformative prior. For informative prior, Na and Kim (2002) suggested the Bayesian model selection procedure through MCMC techniques. We extend this method to the case of noninformative prior. The difficulty with the use of noninformative prior is that it is typically improper and hence is defined only up to arbitrary constant. The methods, such as Intrinsic Bayes Factor(IBF) and Fractional Bayes Factor(FBF), are used as a resolution to the problem. We showed the detailed model selection procedure through the specific real data set.

• Journal of the Korean Statistical Society
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• v.29 no.2
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• pp.137-153
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• 2000

Conjoint analysis is a widely-used statistical technique for measuring relative importance that individual place on the product's attributes. Despsite its practical importance, the complexity of conjoint model makes it difficult to analyze. In this paper, w consider a Bayesian approach using Jeffrey's noninformative prior. We derive Jeffrey's prior and give a sufficient condition under which the posterior derived from the Jeffrey's prior is paper.

• Journal of the Korean Data and Information Science Society
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• v.21 no.1
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• pp.163-172
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• 2010

In this paper, we deal with the problem for testing homogeneity of coecients of variation in several normal distributions. We propose Bayesian hypothesis testing procedures based on the Bayes factor under noninformative prior. The noninformative prior is usually improper which yields a calibration problem that makes the Bayes factor to be dened 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.

• Journal of the Korean Data and Information Science Society
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• v.19 no.4
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• pp.1379-1390
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• 2008

This article deals with the problem of testing the difference of quantiles in exponential distributions. We propose Bayesian hypothesis testing procedures for the difference of two quantiles 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 matching prior. Simulation study and a real data example are provided.

• Journal of the Korean Data and Information Science Society
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• v.28 no.1
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• pp.217-225
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• 2017

This article deals with the problem of multiple hypothesis testing for the shape parameter in the generalized exponential distribution. We propose Bayesian hypothesis testing procedures for multiple hypotheses of the shape parameter with the noninformative prior. The Bayes factor with the noninformative prior is not well defined. The reason is that the most of the noninformative prior can be improper. Therefore we study the default Bayesian multiple hypothesis testing methods using the fractional and intrinsic Bayes factors with the reference priors. Simulation study is performed and an example is given.

• The Korean Journal of Applied Statistics
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• v.16 no.1
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• pp.141-150
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• 2003

This paper presents the multiple testing method of an autoregressive parameter in stationary AR(1) model using the usual Bayes factor. As prior distributions of parameters in each model, uniform prior and noninformative improper priors are assumed. Posterior probabilities through the usual Bayes factors are used for the model selection. Finally, to check whether these theoretical results are correct, simulated data and real data are analyzed.

• Proceedings of the Korean Statistical Society Conference
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• 2000.11a
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• pp.147-152
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• 2000

A Bayesian criterion is proposed for a multiple test of two independent multivariate normal populations. For a Bayesian test the fractional Bayes facto.(FBF) of O'Hagan(1995) is used under the assumption of Jeffreys priors, noninformative improper proirs. In this test the FBF without the need of sampling minimal training samples is much simpler to use than the intrinsic Bayes facotr(IBF) of Berger and Pericchi(1996). Finally, a simulation study is performed to show the behaviors of the FBF.

• Journal of the Korean Data and Information Science Society
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• v.21 no.2
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• pp.297-308
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• 2010

This article deals with the problem of testing mean when the coefficient of variation in normal distribution is known. We propose Bayesian hypothesis testing procedures for the normal mean 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. Specially, we develop intrinsic priors which give asymptotically same Bayes factor with the intrinsic Bayes factor under the reference prior. Simulation study and a real data example are provided.

• Journal of the Korean Data and Information Science Society
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• v.19 no.2
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• pp.621-634
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• 2008

This paper addresses the problem of testing whether the means in several inverse Gaussian populations with heterogeneity are equal. The analysis of reciprocals for the equality of inverse Gaussian means needs the assumption of equal scale parameters. We propose Bayesian model selection procedures for testing equality of the inverse Gaussian means under the noninformative prior without the assumption of equal scale parameters. 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 model selection procedures based on the fractional Bayes factor and the intrinsic Bayes factor under the reference prior. Simulation study and real data analysis are provided.