Bayesian testing for the homogeneity of the shape parameters of several inverse Gaussian distributions

- Journal title : Journal of the Korean Data and Information Science Society
- Volume 27, Issue 3, 2016, pp.835-844
- Publisher : Korean Data and Information Science Society
- DOI : 10.7465/jkdi.2016.27.3.835

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;

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

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

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