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Reference-Intrinstic Analysis for the Difference between Two Normal Means
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 Title & Authors
Reference-Intrinstic Analysis for the Difference between Two Normal Means
Jang, Eun-Jin; Kim, Dal-Ho; Lee, Kyeong-Eun;
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 Abstract
In this paper, we consider a decision-theoretic oriented, objective Bayesian inference for the difference between two normal means with unknown com-mon variance. We derive the Bayesian reference criterion as well as the intrinsic estimator and the credible region which correspond to the intrinsic discrepancy loss and the reference prior. We illustrate our results using real data analysis as well as simulation study.
 Keywords
Intrinsic expected loss;Bayesian reference criterion;reference prior;intrinsic estimator;credible region;
 Language
English
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 References
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