Noninformative Priors for the Ratio of the Scale Parameters in the Inverted Exponential Distributions

- Journal title : Communications for Statistical Applications and Methods
- Volume 20, Issue 5, 2013, pp.387-394
- Publisher : The Korean Statistical Society
- DOI : 10.5351/CSAM.2013.20.5.387

Title & Authors

Noninformative Priors for the Ratio of the Scale Parameters in the Inverted Exponential Distributions

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

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

Abstract

In this paper, we develop the noninformative priors for the ratio of the scale parameters in the inverted exponential distributions. The first and second order matching priors, the reference prior and Jeffreys prior are developed. It turns out that the second order matching prior matches the alternative coverage probabilities, is a cumulative distribution function matching prior and is a highest posterior density matching prior. In addition, the reference prior and Jeffreys' prior are the second order matching prior. We show that the proposed reference prior matches the target coverage probabilities in a frequentist sense through a simulation study as well as provide an example based on real data is given.

Keywords

Inverted exponential distribution;matching prior;reference prior;scale parameter;

Language

English

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