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On the Development of Probability Matching Priors for Non-regular Pareto Distribution
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 Title & Authors
On the Development of Probability Matching Priors for Non-regular Pareto Distribution
Lee, Woo Dong; Kang, Sang Gil; Cho, Jang Sik;
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 Abstract
In this paper, we develop the probability matching priors for the parameters of non-regular Pareto distribution. We prove the propriety of joint posterior distribution induced by probability matching priors. Through the simulation study, we show that the proposed probability matching Prior matches the coverage probabilities in a frequentist sense. A real data example is given.
 Keywords
Pareto Distribution;Noninformative Prior;Probability Matching Prior;Non-regular Case;
 Language
Korean
 Cited by
1.
Reference priors for nonregular Pareto distribution,;;;

Journal of the Korean Data and Information Science Society, 2011. vol.22. 4, pp.819-826
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