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Noninformative priors for linear combinations of exponential means
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 Title & Authors
Noninformative priors for linear combinations of exponential means
Lee, Woo Dong; Kim, Dal Ho; Kang, Sang Gil;
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 Abstract
In this paper, we develop the noninformative priors for the linear combinations of means in the exponential distributions. We develop the matching priors and the reference priors. The matching priors, the reference prior and Jeffreys` prior for the linear combinations of means are developed. It turns out that the reference prior and Jeffreys` prior are not a matching prior. We show that the proposed matching prior matches the target coverage probabilities much more accurately than the reference prior and Jeffreys` prior in a frequentist sense through simulation study, and an example based on real data is given.
 Keywords
Linear combinations of means;matching prior;reference prior;
 Language
English
 Cited by
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