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Bayesian testing for the homogeneity of the shape parameters of several inverse Gaussian distributions
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 Title & Authors
Bayesian testing for the homogeneity of the shape parameters of several inverse Gaussian distributions
Lee, Woo Dong; Kim, Dal Ho; Kang, Sang Gil;
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 Abstract
We develop the testing procedures about the homogeneity of the shape parameters of several inverse Gaussian distributions in our paper. We propose default Bayesian testing procedures for the shape parameters under the reference priors. The Bayes factor based on the proper priors gives the successful results for Bayesian hypothesis testing. For the case of the lack of information, the noninformative priors such as Jereys' prior or the reference prior can be used. Jereys' prior or the reference prior involves the undefined constants in the computation of the Bayes factors. Therefore under the reference priors, we develop the Bayesian testing procedures with the intrinsic Bayes factors and the fractional Bayes factor. Simulation study for the performance of the developed testing procedures is given, and an example for illustration is given.
 Keywords
Fractional Bayes factor;intrinsic Bayes factor;reference prior;shape parameter;
 Language
English
 Cited by
 References
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