Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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A Bayesian Criterion for a Multiple test of Two Multivariate Normal Populations

  • Published : 2001.04.01
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Abstract

A simultaneous test criterion for multiple hypotheses concerning comparison of two multivariate normal populations is considered by using the so called Bayes factor method. Fully parametric frequentist approach for the test is not available and thus Bayesian criterion is pursued using a Bayes factor that eliminates its arbitrariness problem induced by improper priors. Specifically, the fractional Bayes factor (FBF) by O'Hagan (1995) is used to derive the criterion. Necessary theories involved in the derivation an computation of the criterion are provided. Finally, an illustrative simulation study is given to show the properties of the criterion.

Keywords

References

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