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Default Bayesian testing for scale parameters in the log-logistic distributions
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 Title & Authors
Default Bayesian testing for scale parameters in the log-logistic distributions
Kang, Sang Gil; Kim, Dal Ho; Lee, Woo Dong;
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 Abstract
This paper deals with the problem of testing on the equality of the scale parameters in the log-logistic distributions. We propose default Bayesian testing procedures for the scale parameters under the reference priors. The reference prior is usually improper which yields a calibration problem that makes the Bayes factor to be defined up to a multiplicative constant. Therefore, we propose the default Bayesian testing procedures based on the fractional Bayes factor and the intrinsic Bayes factor under the reference priors. To justify proposed procedures, a simulation study is provided and also, an example is given.
 Keywords
Fractional Bayes factor;intrinsic Bayes factor;log-logistic distribution;reference prior;
 Language
English
 Cited by
 References
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