• Title/Summary/Keyword: Noninformative priors

Search Result 117, Processing Time 0.017 seconds

Bayesian Testing for Independence in Bivariate Exponential Model

  • Cho, Jang-Sik
    • Journal of the Korean Data and Information Science Society
    • /
    • v.17 no.2
    • /
    • pp.521-527
    • /
    • 2006
  • In this paper, we consider the Bayesian hypotheses testing for independence in bivariate exponential model. In Bayesian testing problem, we use the noninformative priors for parameters which are improper and are defined only up to arbitrary constants. And we use the recently proposed hypotheses testing criterion called the fractional Bayes factor. Also we give some numerical results to illustrate our results.

  • PDF

Bayesian Testing for the Equality of Two Inverse Gaussian Populations with the Fractional Bayes Factor

  • Ko, Jeong-Hwan
    • Journal of the Korean Data and Information Science Society
    • /
    • v.16 no.3
    • /
    • pp.539-547
    • /
    • 2005
  • We propose the Bayesian testing for the equality of two independent Inverse Gaussian population means using the fractional Bayesian factors suggested by O' Hagan(1995). As prior distribution for the parameters, we assumed the noninformative priors. In order to investigate the usefulness of the proposed Bayesian testing procedures, the behaviors of the proposed results are examined via real data analysis.

  • PDF

Bayesian Hypotheses Testing for the Weibull Lifetime Data (와이블 수명자료들에 대한 베이지안 가설검정)

  • 강상길;김달호;조장식
    • Journal of Korean Society for Quality Management
    • /
    • v.28 no.3
    • /
    • pp.1-10
    • /
    • 2000
  • In this paper, we address the Bayesian hypotheses testing for the comparison of Weibull distributions. In Bayesian testing problem, conventional Bayes factors can not typically accommodate the use of noninformative priors which are Improper and are defined only up to arbitrary constants. To overcome such problem, we use the recently proposed hypotheses testing criterion called the intrinsic Bayes factor. We derive the arithmetic and median intrinsic Bayes factors for the comparison of Weibull lifetime model and we use these results to analyze real data sets.

  • PDF

Hypotheses Testing for the Shape Parameter of the Weibull Lifetime Data

  • Kang, Sang-Gil;Kim, Dal-Ho;Cho, Jang-Sik
    • Journal of Korean Society for Quality Management
    • /
    • v.27 no.4
    • /
    • pp.153-166
    • /
    • 1999
  • In this paper, we address the Bayesian hypotheses testing for the shape parameter of weibull model. In Bayesian testing problem, conventional Bayes factors can not typically accommodate the use of noninformative priors which are improper and are defined only up to arbitrary constants. To overcome such problem, we use the recently proposed hypotheses testing criterion called the intrinsic Bayes factor. We derive the arithmetic and median intrinsic Bayes factors and use these results to analyze real data sets.

  • PDF

Bayes Estimators for Reliablity of a k-Unit Standby System with Perfect Switch

  • Lee, Changsoo;Kim, Keehwan;Park, Youngmi
    • Communications for Statistical Applications and Methods
    • /
    • v.8 no.2
    • /
    • pp.435-442
    • /
    • 2001
  • Bayes estimators and generalized ML estimators for reliability of a k-unit hot standby system with the perfect switch based upon a complete sample of failure times observed from an exponential distribution using noninformative, generalized uniform, and gamma priors for the failure rate are proposed, and MSE's of proposed several estimators for the standby system reliability are compared numerically each other through the Monte Carlo simulation.

  • PDF

Bayesian Hypothesis Testing for Two Lognormal Variances with the Bayes Factors

  • Moon, Gyoung-Ae
    • Journal of the Korean Data and Information Science Society
    • /
    • v.16 no.4
    • /
    • pp.1119-1128
    • /
    • 2005
  • 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.

  • PDF

Bayesian Approach for Independence Test in Bivariate Exponential Model

  • Cho, Jang-Sik
    • 한국데이터정보과학회:학술대회논문집
    • /
    • 2006.04a
    • /
    • pp.327-333
    • /
    • 2006
  • In this paper, we consider the Bayesian hypotheses testing for independence in bivariate exponential model. In Bayesian testing problem, we use the noninformative priors for parameters which are improper and are defined only up to arbitrary constants. And we use the recently proposed hypotheses testing criterion called the fractional Bayes factor. Also we give some numerical results to illustrate our results.

  • PDF

Outlier Detection in Random Effects Model Using Fractional Bayes Factor

  • Chung, Younshik
    • Communications for Statistical Applications and Methods
    • /
    • v.7 no.1
    • /
    • pp.141-150
    • /
    • 2000
  • In this paper we propose a method of computing Bayes factor to detect an outlier in a random effects model. When no information is available and hence improper noninformative priors should be used Bayes factor includes the unspecified constants and has complicated computational burden. To solve this problem we use the fractional Bayes factor (FBF) of O-Hagan(1995) and the generalized Savage0-Dickey density ratio of Verdinelli and Wasserman (1995) The proposed method is applied to outlier deterction problem We perform a simulation of the proposed approach with a simulated data set including an outlier and also analyze a real data set.

  • PDF

Bayes Factors for Independence and Symmetry in Freund's Bivariate Exponetial Model with Censored Data

  • Jang Sik;Dal Ho;Sang Gil
    • Communications for Statistical Applications and Methods
    • /
    • v.7 no.1
    • /
    • pp.151-164
    • /
    • 2000
  • In this paper we consider the Bayesian hypothese testing for independence and symmetry in Freund's bivariate exponential model with censored data In Bayesian testing problem we use the noninformative priors for parameters which are improper and are defined only up to arbitrary constants. And we use the recently proposed hypotheses testing criterion called the intrinsic Bayes factor. Also we derive the arithmetic and median intrinsic Bayes factors and use these results of analyze some data sets.

  • PDF

Testing Two Exponential Means Based on the Bayesian Reference Criterion

  • Kim, Dal-Ho;Chung, Dae-Sik
    • Journal of the Korean Data and Information Science Society
    • /
    • v.15 no.3
    • /
    • pp.677-687
    • /
    • 2004
  • We consider the comparison of two one-parameter exponential distributions with the complete data as well as the type II censored data. We adapt Bayesian test procedure for nested hypothesis based on the Bayesian reference criterion. Specifically we derive the expression for the Bayesian reference criterion to solve our problem. Also we provide numerical examples using simulated data sets to illustrate our results.

  • PDF