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REFERENCE LINKING PLATFORM OF KOREA S&T JOURNALS
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Journal of the Korean Data and Information Science Society
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Korean Data and Information Science Society
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Volume & Issues
Volume 24, Issue 6 - Nov 2013
Volume 24, Issue 5 - Sep 2013
Volume 24, Issue 4 - Jul 2013
Volume 24, Issue 3 - May 2013
Volume 24, Issue 2 - Mar 2013
Volume 24, Issue 1 - Jan 2013
Selecting the target year
Application of quasi-Monte Carlo methods in multi-asset option pricing
Mo, Eun Bi ; Park, Chongsun ;
Journal of the Korean Data and Information Science Society, volume 24, issue 4, 2013, Pages 669~677
DOI : 10.7465/jkdi.2013.24.4.669
Quasi-Monte Carlo method is known to have lower convergence rate than the standard Monte Carlo method. Quasi-Monte Carlo methods are using low discrepancy sequences as quasi-random numbers. They include Halton sequence, Faure sequence, and Sobol sequence. In this article, we compared standard Monte Carlo method, quasi-Monte Carlo methods and three scrambling methods of Owen, Faure-Tezuka, Owen-Faure-Tezuka in valuation of multi-asset European call option through simulations. Moro inversion method is used in generating random numbers from normal distribution. It has been shown that three scrambling methods are superior in estimating option prices regardless of the number of assets, volatility, and correlations between assets. However, there are no big differences between them.
The ecological analysis of asthmatic occurrence in patients : Using the national health insurance data
Kim, Mun Nyeon ; Lee, Won Kee ; Park, Jae Yong ;
Journal of the Korean Data and Information Science Society, volume 24, issue 4, 2013, Pages 679~688
DOI : 10.7465/jkdi.2013.24.4.679
This study figured out the influential factors of region-based characteristic factors in our country upon asthmatic occurrence. Research subjects were 2,266,451 people who were confirmed the diagnosis of asthma (J45~J46) among patients in national health insurance for the year in 2010. The influence in each of factors upon the asthmatic occurrence was analyzed through hierarchical regression after comparing difference in asthmatic occurrence by basic local government. As a result of hierarchical regression, the whole asthmatic occurrence had significant difference in infants ratio,
,Temperature, basin and dam area. The asthmatic occurrence had significant difference in subjective awareness of health level,
, basin and dam area. A case of asthmatic occurrence had significant difference in infants ratio, temperature,
and coastal area. Diverse characteristic factors by region were indicated to have influence upon the asthmatic occurrence by causing or weakening asthma through mutually complex action. Accordingly, a region-based customized environmental health measure will need to be arranged that infants and elderly people, who are vulnerable classes, can be protected and prevented from harmful environment of asthma.
A study of Bayesian inference on auto insurance credibility application
Kim, Myung Joon ; Kim, Yeong-Hwa ;
Journal of the Korean Data and Information Science Society, volume 24, issue 4, 2013, Pages 689~699
DOI : 10.7465/jkdi.2013.24.4.689
This paper studies the partial credibility application method by assuming the empirical prior or noninformative prior informations in auto insurnace business where intensive rating segmentation is expanded because of premium competition. Expanding of rating factor segmetation brings the increase of pricing cells, as a result, the number of cells for partial credibility application will increase correspondingly. This study is trying to suggest more accurate estimation method by considering the Bayesian framework. By using empirically well-known or noninformative information, inducing the proper posterior distribution and applying the Bayes estimate which is minimizing the error loss into the credibility method, we will show the advantage of Bayesian inference by comparison with current approaches. The comparison is implemented with square root rule which is a widely accepted method in insurance business. The convergence level towarding to the true risk will be compared among various approaches. This study introduces the alternative way of redcuing the error to the auto insurance business fields in need of various methods because of more segmentations.
A sampling design for e-learning industry status survey on the business demand sector
Kim, Hea-Jung ; Kwak, Hwa-Ryun ;
Journal of the Korean Data and Information Science Society, volume 24, issue 4, 2013, Pages 701~712
DOI : 10.7465/jkdi.2013.24.4.701
The e-learning industry status survey statistic provides information about the actual conditions of supply and demand of the e-learning industries. NIPA (National IT Industry Promotion Agency) has published the annual report of the survey results since 2004. Due to the 9th version of the KSIC (Korean standard industrial classification) revised in 2008, a refinement of the sampling design for the survey becomes necessary, especially that for the business demand sector. This article, based on the 9th revision of the KSIC, constructs a stratification of the target population used for the e-learning industry status survey on the business demand sector. Classification of strata in the business population is based on the industrial type and employment scale of business. Under the stratified population, we design a sampling scheme by using the power allocation method that enables us to satisfy a target coefficient of variation of each industrial stratum. In order to secure an accurate survey results based on the proposed sampling design, we consider the problem of calculating the design weights, derivation of parameter estimators, and formulas of their standard errors.
Comparison of breast feeding practice rates and mothers` breast feeding empowerment in preterm, late preterm and early term infants
Kim, Taeim ; Jang, Gunja ;
Journal of the Korean Data and Information Science Society, volume 24, issue 4, 2013, Pages 713~721
DOI : 10.7465/jkdi.2013.24.4.713
The purpose of this study was to compare the breast feeding practice rates and mothers` breast feeding empowerment in preterm (gestation age [GA]<34), late preterm (
GA<37), early term infants (
GA<39). We surveyed 33 preterm, 22 late preterm, and 30 early term infants at a `Baby-Friendly Hospital` in D city. The data were collected from October 1st, 2008 to February 28th, 2010 through the medical records of the infants and their mothers. We also checked the mothers` breast feeding empowerment at discharge day. The rate of breast feeding in the late preterm and preterm infants was significantly lower than that of the early term infants. The score of mothers` breast feeding empowerment in the late preterm and preterm infants was also significantly lower than that of the early term infants. The breast feeding education program is required for the mothers who have preterm and late preterm infants considering the low rate of breast feeding.
Estimation of lapse rate of variable annuities by using Cox proportional hazard model
Kim, Yumi ; Lee, Hangsuck ;
Journal of the Korean Data and Information Science Society, volume 24, issue 4, 2013, Pages 723~736
DOI : 10.7465/jkdi.2013.24.4.723
The importance of lapse rate is highly increasing due to the introduction of Cash Flow Pricing system, non-refund-of-reserve insurance policy, and IFRS (International Financial Reporting System) to the Korean insurance market. Researches on lapse rate have mainly focused on simple data analysis and regression analysis, etc. However, lapse rate can be analyzed by survival analysis and can be well explained in terms of several covariates with Cox proportional hazard model. Guaranteed minimum benefits embedded in variable annuities require more elegant statistical analysis of lapse rate. Hence, this paper analyzes data of policyholders with variable annuities by using Cox proportional hazard model. The key variables of policy holder that influences the lapse rate are payment method, premium, lapse insured to term insured, reserve-GMXB ratio, and age.
Profit analysis of life insurance products with interest rate options
Lee, Hangsuck ;
Journal of the Korean Data and Information Science Society, volume 24, issue 4, 2013, Pages 737~753
DOI : 10.7465/jkdi.2013.24.4.737
Interest rate options embedded in life insurance products provide policyholders with minimum guaranteed rates credited to the corresponding surrender values. This paper discusses current low-interest environment and several types of interest rate options embedded in life insurance products. In addition, this paper shows profit structures of the life insurance products and calculates values of the interest rate options under stochastic interest model and the corresponding VaR (value at risk). Finally, some implications are discussed.
Bayesian parameter estimation and prediction in NHPP software reliability growth model
Chang, Inhong ; Jung, Deokhwan ; Lee, Seungwoo ; Song, Kwangyoon ;
Journal of the Korean Data and Information Science Society, volume 24, issue 4, 2013, Pages 755~762
DOI : 10.7465/jkdi.2013.24.4.755
In this paper we consider the NHPP software reliability model. And we deal with the maximum likelihood estimation and the Bayesian estimation with conjugate prior for parameter inference in the mean value function of Goel-Okumoto model (1979). The parameter estimates for the proposed model is presented by MLE and Bayes estimator in data set. We compare the predicted number of faults with the actual data set using the proposed mean value function.
A study of college students who were granted special admissions for vocational high school students
Shin, Jae-Kyoung ;
Journal of the Korean Data and Information Science Society, volume 24, issue 4, 2013, Pages 763~771
DOI : 10.7465/jkdi.2013.24.4.763
Due to a decrease in the number of college prep students which was triggered by the low birth rate since 1990, it is predicted, beginning 2016, that the entrance quota for colleges will exceed the number of applicants for college admissions. This serious imbalance between supply and demand raises serious problems for the regional universities, many of which have already been struggling to recruit new students and even considered closing down the schools. In an effort to securing best high school students, many of the schools have been developing various unique and specialized selectional processes for the applicants. In this research, through a statistical analysis of special admission processes for vocational high school students who were admitted to a regional state-run university (University A), I tried to find a way to effectively deal with the student management. Statistically analyzing these first-year students` enrollment and their adjustment processes as well as the departmental relationships and gender differences, I tried to find some better ways to secure good applicants. It is expected that this study will not only be utilized as guide to adopt a way to bypass the enrollment quota in order to secure talented students but also be served as a reference that will help the students adapt themselves to school life until they graduate. It is also expected that this study will be expanded in such a way as to compare it with other models and even develop a new type of college entrance system that would fit future college admission policies.
Preventive maintenance model with extended warranty
Jung, Ki Mun ;
Journal of the Korean Data and Information Science Society, volume 24, issue 4, 2013, Pages 773~781
DOI : 10.7465/jkdi.2013.24.4.773
Recently, an extended warranty of the system following the expiration of the basic warranty is becoming increasingly popular to the user. In this respect, we suggest a preventive maintenance model following the expiration of extended warranty with minimal repair warranty from the user`s point of view in this paper. Under basic warranty and extended warranty, the failed system is minimally repaired by the manufacturer at no cost to the user. For the preventive maintenance model, we derive the expressions for the expected cycle length, the expected total cost and the expected cost rate per unit time. Also, we determine the optimal preventive maintenance period and the optimal preventive maintenance number by minimizing the expected cost rate per unit time. Finally, the numerical examples are presented to illustrate the purpose when the failure time of the system has a Weibull distribution.
Classification of universities in Daegu·Gyungpook by support vector cluster analysis
Park, Hye Jung ; Kim, Jong Tae ;
Journal of the Korean Data and Information Science Society, volume 24, issue 4, 2013, Pages 783~791
DOI : 10.7465/jkdi.2013.24.4.783
There are sixteen indicators of "College Information" found on the website of College Information Disclosure Center. Among these indicators, the current study examined an enrollment rate and an employment rate based on health insurance coverage, and focused on twenty-four universities in Daegu and Gyeongbuk area. The universities were classified into groups by the enrollment rate and employment rate. This study investigated the characteristics pertaining to those different groups. Hierarchical cluster analysis and support vector cluster analysis were conducted in order to analyze the characteristics of the groups statistically.
Selection method of sports talents using physical activity promotion system
Lee, Mi Sook ; Hong, Chong Sun ;
Journal of the Korean Data and Information Science Society, volume 24, issue 4, 2013, Pages 793~802
DOI : 10.7465/jkdi.2013.24.4.793
There are many problems to single sports talents out of test applicants. The physical activity promotion system has been performed to all elements school students of both 5 and 6 grades in order to evaluate overall health and physical activities since 2009. This system includes some variables which could measure the students` sports latent power, so that the system could be used to single out sports talents. In this work, we propose a primary screening method that element school teachers might evaluate sports talents based on the data of the physical activity promotion system. Two more sports talent indices which are sports flexibility index and sports endurance index are defined. The selection method of sports talents is developed by using sports latent indices including sports power and cardiorespiratory indices. This method is efficient from the view of time and cost aspects, since we do not need to remeasure all elements school students again.
A study of development for movie recommendation system algorithm using filtering
Kim, Sun Ok ; Lee, Soo Yong ; Lee, Seok Jun ; Lee, Hee Choon ; Ji, Seon Su ;
Journal of the Korean Data and Information Science Society, volume 24, issue 4, 2013, Pages 803~813
DOI : 10.7465/jkdi.2013.24.4.803
The purchase of items in e-commerce is a little bit different from that of items in off-line. The recommendation of items in off-line is conducted by salespersons` recommendation, However, the item recommendation in e-commerce cannot be recommended by salespersons, and so different types of methods can be recommended in e-commerce. Recommender system is a method which recommends items in e-commerce. Preferences of customers who want to purchase new items can be predicted by the preferences of customers purchasing existing items. In the recommender system, the items with estimated high preferences can be recommended to customers. The algorithm of collaborative filtering is used in recommender system of e-commerce, and the list of recommended items is made by estimated values, and then the list is recommended to customers. The dataset used in this research are 100k dataset and 1 million dataset in Movielens dataset. Similar results in two dataset are deducted for generalization. To suggest a new algorithm, distribution features of estimated values are analyzed by the existing algorithm and transformed algorithm. In addition, respondent`distribution features are analyzed respectively. To improve the collaborative filtering algorithm in neighborhood recommender system, a new algorithm method is suggested on the basis of existing algorithm and transformed algorithm.
Error cause analysis of Pearson test statistics for k-population homogeneity test
Heo, Sunyeong ;
Journal of the Korean Data and Information Science Society, volume 24, issue 4, 2013, Pages 815~824
DOI : 10.7465/jkdi.2013.24.4.815
Traditional Pearson chi-squared test is not appropriate for the data collected by the complex sample design. When one uses the traditional Pearson chi-squared test to the complex sample categorical data, it may give wrong test results, and the error may occur not only due to the biased variance estimators but also due to the biased point estimators of cell proportions. In this study, the design based consistent Wald test statistics was derived for k-population homogeneity test, and the traditional Pearson chi-squared test statistics was partitioned into three parts according to the causes of error; the error due to the bias of variance estimator, the error due to the bias of cell proportion estimator, and the unseparated error due to the both bias of variance estimator and bias of cell proportion estimator. An analysis was conducted for empirical results of the relative size of each error component to the Pearson chi-squared test statistics. The second year data from the fourth Korean national health and nutrition examination survey (KNHANES, IV-2) was used for the analysis. The empirical results show that the relative size of error from the bias of variance estimator was relatively larger than the size of error from the bias of cell proportion estimator, but its degrees were different variable by variable.
Estimation of confidence interval in exponential distribution for the greenhouse gas inventory uncertainty by the simulation study
Lee, Yung-Seop ; Kim, Hee-Kyung ; Son, Duck Kyu ; Lee, Jong-Sik ;
Journal of the Korean Data and Information Science Society, volume 24, issue 4, 2013, Pages 825~833
DOI : 10.7465/jkdi.2013.24.4.825
An estimation of confidence intervals is essential to calculate uncertainty for greenhouse gases inventory. It is generally assumed that the population has a normal distribution for the confidence interval of parameters. However, in case data distribution is asymmetric, like nonnormal distribution or positively skewness distribution, the traditional estimation method of confidence intervals is not adequate. This study compares two estimation methods of confidence interval; parametric and non-parametric method for exponential distribution as an asymmetric distribution. In simulation study, coverage probability, confidence interval length, and relative bias for the evaluation of the computed confidence intervals. As a result, the chi-square method and the standardized t-bootstrap method are better methods in parametric methods and non-parametric methods respectively.
Exploration of relationship between confirmation measures and association thresholds
Park, Hee Chang ;
Journal of the Korean Data and Information Science Society, volume 24, issue 4, 2013, Pages 835~845
DOI : 10.7465/jkdi.2013.24.4.835
Association rule of data mining techniques is the method to quantify the relevance between a set of items in a big database, andhas been applied in various fields like manufacturing industry, shopping mall, healthcare, insurance, and education. Philosophers of science have proposed interestingness measures for various kinds of patterns, analyzed their theoretical properties, evaluated them empirically, and suggested strategies to select appropriate measures for particular domains and requirements. Such interestingness measures are divided into objective, subjective, and semantic measures. Objective measures are based on data used in the discovery process and are typically motivated by statistical considerations. Subjective measures take into account not only the data but also the knowledge and interests of users who examine the pattern, while semantic measures additionally take into account utility and actionability. In a very different context, researchers have devoted a lot of attention to measures of confirmation or evidential support. The focus in this paper was on asymmetric confirmation measures, and we compared confirmation measures with basic association thresholds using some simulation data. As the result, we could distinguish the direction of association rule by confirmation measures, and interpret degree of association operationally by them. Futhermore, the result showed that the measure by Rips and that by Kemeny and Oppenheim were better than other confirmation measures.
Goodness-of-fit test for normal distribution based on parametric and nonparametric entropy estimators
Choi, Byungjin ;
Journal of the Korean Data and Information Science Society, volume 24, issue 4, 2013, Pages 847~856
DOI : 10.7465/jkdi.2013.24.4.847
In this paper, we deal with testing goodness-of-fit for normal distribution based on parametric and nonparametric entropy estimators. The minimum variance unbiased estimator for the entropy of the normal distribution is derived as a parametric entropy estimator to be used for the construction of a test statistic. For a nonparametric entropy estimator of a data-generating distribution under the alternative hypothesis sample entropy and its modifications are used. The critical values of the proposed tests are estimated by Monte Carlo simulations and presented in a tabular form. The performance of the proposed tests under some selected alternatives are investigated by means of simulations. The results report that the proposed tests have better power than the previous entropy-based test by Vasicek (1976). In applications, the new tests are expected to be used as a competitive tool for testing normality.
Prediction of extreme rainfall with a generalized extreme value distribution
Sung, Yong Kyu ; Sohn, Joong K. ;
Journal of the Korean Data and Information Science Society, volume 24, issue 4, 2013, Pages 857~865
DOI : 10.7465/jkdi.2013.24.4.857
Extreme rainfall causes heavy losses in human life and properties. Hence many works have been done to predict extreme rainfall by using extreme value distributions. In this study, we use a generalized extreme value distribution to derive the posterior predictive density with hierarchical Bayesian approach based on the data of Seoul area from 1973 to 2010. It becomes clear that the probability of the extreme rainfall is increasing for last 20 years in Seoul area and the model proposed works relatively well for both point prediction and predictive interval approach.
The study on risk factors for diagnosis of metabolic syndrome and odds ratio using multifactor dimensionality reduction method
Jin, Mi-Hyun ; Lee, Jea-Young ;
Journal of the Korean Data and Information Science Society, volume 24, issue 4, 2013, Pages 867~876
DOI : 10.7465/jkdi.2013.24.4.867
Metabolic syndrome has been known as a major factor of cardiovascular disease. Several metabolic disorders, particularly chronic disease is complex, and from individuals that appear in our country, the prevalence of the metabolic syndrome is increasing gradually. Therefore, this study, using a multi-factor dimensionality reduction method, checks the major single risk factor of metabolic syndrome and suggests a new diagnosis results of metabolic syndrome. Data of 3990 adults who responded to all the questionnaires of health interview are used from the database of the 5th Korea national health and nutrition examination survey conducted in 2010. As the result, the most dangerous single risk factor for metabolic syndrome was waist circumference and the most dangerous combination factors were waist circumference, triglyceride, and hypertension. This is the result of a new diagnosis of the metabolic syndrome. Especially, waist circumference, low HDL-cholesterol and hypertension were the most dangerous combination for male. In particular, the combination of waist circumference, triglyceride and diabetes was dangerous for obese people.
Generalized methods of moments in marginal models for longitudinal data with time-dependent covariates
Cho, Gyo-Young ; Dashnyam, Oyunchimeg ;
Journal of the Korean Data and Information Science Society, volume 24, issue 4, 2013, Pages 877~883
DOI : 10.7465/jkdi.2013.24.4.877
The quadratic inference functions (QIF) method proposed by Qu et al. (2000) and the generalized method of moments (GMM) for marginal regression analysis of longitudinal data with time-dependent covariates proposed by Lai and Small (2007) both are the methods based on generalized method of moment (GMM) introduced by Hansen (1982) and both use generalized estimating equations (GEE). Lai and Small (2007) divided time-dependent covariates into three types such as: Type I, Type II and Type III. In this paper, we compared these methods in the case of Type II and Type III in which full covariates conditional mean assumption (FCCM) is violated and interested in whether they can improve the results of GEE with independence working correlation. We show that in the marginal regression model with Type II time-dependent covariates, GMM Type II of Lai and Small (2007) provides more ecient result than QIF and for the Type III time-dependent covariates, QIF with independence working correlation and GMM Type III methods provide the same results. Our simulation study showed the same results.
Bayesian small area estimations with measurement errors
Goo, You Mee ; Kim, Dal Ho ;
Journal of the Korean Data and Information Science Society, volume 24, issue 4, 2013, Pages 885~893
DOI : 10.7465/jkdi.2013.24.4.885
This paper considers Bayes estimations of the small area means under Fay-Herriot model with measurement errors. We provide empirical Bayes predictors of small area means with the corresponding jackknifed mean squared prediction errors. Also we obtain hierarchical Bayes predictors and the corresponding posterior standard deviations using Gibbs sampling. Numerical studies are provided to illustrate our methods and compare their eciencies.
A simple zero inflated bivariate negative binomial regression model with different dispersion parameters
Kim, Dongseok ;
Journal of the Korean Data and Information Science Society, volume 24, issue 4, 2013, Pages 895~900
DOI : 10.7465/jkdi.2013.24.4.895
In this research, we propose a simple bivariate zero inflated negative binomial regression model with different dispersion for bivariate count data with excess zeros. An application to the demand for health services shows that the proposed model is better than existing models in terms of log-likelihood and AIC.
Estimations of the skew parameter in a skewed double power function distribution
Kang, Jun-Ho ; Lee, Chang-Soo ;
Journal of the Korean Data and Information Science Society, volume 24, issue 4, 2013, Pages 901~909
DOI : 10.7465/jkdi.2013.24.4.901
A skewed double power function distribution is defined by a double power function distribution. We shall evaluate the coefficient of the skewness of a skewed double power function distribution. We shall obtain an approximate maximum likelihood estimator (MLE) and a moment estimator (MME) of the skew parameter in the skewed double power function distribution, and compare simulated mean squared errors for those estimators. And we shall compare simulated MSEs of two proposed reliability estimators in two independent skewed double power function distributions with different skew parameters.
Small sample likelihood based inference for the normal variance ratio
Lee, Woo Dong ;
Journal of the Korean Data and Information Science Society, volume 24, issue 4, 2013, Pages 911~918
DOI : 10.7465/jkdi.2013.24.4.911
This study deals with the small sample likelihood based inference for the ratio of two normal variances. The small sample likelihood inference is an approximation method. The signed log-likelihood ratio statistic and the modified signed log-likelihood ratio statistic, which converge to standard normal distribution, are proposed for the normal variance ratio. Through the simulation study, the coverage probabilities of confidence interval and power of the exact, the signed log-likelihood and the modified signed log-likelihood ratio statistic will be compared. A real data example will be provided.
Comparison of accumulate-combine and combine-accumulate methods in multivariate CUSUM charts for mean vector
Chang, Duk-Joon ; Heo, Sunyeong ;
Journal of the Korean Data and Information Science Society, volume 24, issue 4, 2013, Pages 919~929
DOI : 10.7465/jkdi.2013.24.4.919
We compared two basic methods, combine-accumulate method and accumulate-combine method, using the past quality information in multivariate quality control procedure for monitoring mean vector of multivariate normal process. When small or moderate shifts have occurred, accumulate-combine method yields smaller average run length (ARL) and average time to signal (ATS) than combine-accumulate method. On the other hand, we have found from our numerical results that combine-accumulate method has better performances in terms of switching behavior than accumulate-combine method. In industry, a quality engineer could select one of the two method under the comprehensive consideration about the required time to signal, switching behavior, and other physical factors in the production process.
A visualizing method for investigating individual frailties using frailtyHL R-package
Ha, Il Do ; Noh, Maengseok ;
Journal of the Korean Data and Information Science Society, volume 24, issue 4, 2013, Pages 931~940
DOI : 10.7465/jkdi.2013.24.4.931
For analysis of clustered survival data, the inferences of parameters in semi-parametric frailty models have been widely studied. It is also important to investigate the potential heterogeneity in event times among clusters (e.g. centers, patients). For purpose of this analysis, the interval estimation of frailty is useful. In this paper we propose a visualizing method to present confidence intervals of individual frailties across clusters using the frailtyHL R-package, which is implemented from h-likelihood methods for frailty models. The proposed method is demonstrated using two practical examples.
A two-stage service policy for an M/G/1 queueing system
Kim, Jongwoo ; Song, Mi Jung ; Lee, Jiyeon ;
Journal of the Korean Data and Information Science Society, volume 24, issue 4, 2013, Pages 941~948
DOI : 10.7465/jkdi.2013.24.4.941
We introduce the
service policy, as a generalized two-stage service policy of the
policy of Bae et al. (2002) for an M/G/1 queueing system. By using the level crossing theory and solving the corresponding integral equations, we obtain the explicit expression for the stationary distribution of the workload in the system.
Default Bayesian testing for the scale parameters in two parameter exponential distributions
Kang, Sang Gil ; Kim, Dal Ho ; Lee, Woo Dong ;
Journal of the Korean Data and Information Science Society, volume 24, issue 4, 2013, Pages 949~957
DOI : 10.7465/jkdi.2013.24.4.949
In this paper, we consider the problem of testing the equality of the scale parameters in two parameter exponential distributions. We propose Bayesian testing procedures for the equality of the scale parameters under the noninformative priors. The noninformative prior is usually improper which yields a calibration problem that makes the Bayes factor to be defined up to a multiplicative constant. Thus, we propose the default Bayesian testing procedures based on the fractional Bayes factor and the intrinsic Bayes factors under the reference priors. Simulation study and an example are provided.