Default Bayesian testing for scale parameters in the log-logistic distributions

- Journal title : Journal of the Korean Data and Information Science Society
- Volume 26, Issue 6, 2015, pp.1501-1511
- Publisher : Korean Data and Information Science Society
- DOI : 10.7465/jkdi.2015.26.6.1501

Title & Authors

Default Bayesian testing for scale parameters in the log-logistic distributions

Kang, Sang Gil; Kim, Dal Ho; Lee, Woo Dong;

Kang, Sang Gil; Kim, Dal Ho; Lee, Woo Dong;

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

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