Default Bayesian one sided testing for the shape parameter in the log-logistic distribution

- Journal title : Journal of the Korean Data and Information Science Society
- Volume 26, Issue 6, 2015, pp.1583-1592
- Publisher : Korean Data and Information Science Society
- DOI : 10.7465/jkdi.2015.26.6.1583

Title & Authors

Default Bayesian one sided testing for the shape parameter in the log-logistic distribution

Kang, Sang Gil;

Kang, Sang Gil;

Abstract

This paper deals with the problem of testing on the shape parameter in the log-logistic distribution. We propose default Bayesian testing procedures for the shape parameter 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. We can solve the this problem by the intrinsic Bayes factor and the fractional Bayes factor. Therefore we propose the default Bayesian testing procedures based on the fractional Bayes factor and the intrinsic Bayes factors under the reference priors. Simulation study and an example are provided.

Keywords

Fractional Bayes factor;intrinsic Bayes factor;log-logistic distribution;reference prior;

Language

English

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