Journal of the Korean Data and Information Science Society

한국데이터정보과학회 (The Korean Data and Information Science Society)
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K개 지수분포의 상등에 관한 베이지안 다중검정

Bayesian Testing for the Equality of K-Exponential Populations

  • Moon, Kyoung-Ae (Department of Computer Engineering, Tonghae University) ;
  • Kim, Dal-Ho (Department of Statistics, Kyungpook National University)
  • 발행 : 2001.04.30
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초록

독립이면서 지수분포를 따르는 K개 모집단의 평균차이에 대한 가설 검정방법으로 Beregr와 Perrichi (1996, 1998)가 제안한 내재적 베이즈 요인을 이용한 베이지안 방법을 제안한다. 이 때 모수에 대한 사전분포로는 무정보적 사전분포를 사용한다. 모의실험을 통하여 제안한 검정방법의 유용성을 알아본다.

We propose the Bayesian testing for the equality of K-exponential populations means. Specially we use the intrinsic Bayesian factors suggested by Beregr and Perrichi (1996,1998) based on the noninformative priors for the parameters. And, we investigate the usefulness of the proposed Bayesian testing procedures via simulations.

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참고문헌

  1. Journal of American Statistical Association v.91 The Intrinsic Bayes Factor Model Selection and Prediction Berger, J. P.;Pericchi, L. R.
  2. Snakhya, B v.91 Accurate and Stable Bayesian Model Selection: The Median Intrinsic Bayes Factor Berger, J. P.;Pericchi, L. R.
  3. Journal of the Korean Statistical Society v.29:1 Intrinsic Bayes Factor for EXponential Model Comparison with Censored Data Dal Ho Kim;Sang Kil Kang;Seong, W. Kim
  4. The Journal of Korean Statistical Society v.29:4 Intrinsic Priors for Testing Two Normal Means with the Default Bayes Factors Jongsig Bae;Hyunsoo Kim;Seong, W. Kim
  5. Journal of the Royal Statistical Society, B v.57 Fractional Bayes Factors for Model Comparison O'Hagan, A.
  6. Statistics and Probability Letters v.46 Intrinsic priors for testing exponential means Seong, W. Kim
  7. Lifetime Data Analysis v.6 no.3 Intrinsic priors for model selection using an encom-passing model with application to censored failure time data Seong, W. Kim;D. Sun
  8. The Journal of Korean Statistical Society v.29:4 Intrinsic Priors for Testing Exponential Means with the Fractional Bayes Factor Seong, W. Kim;Hyunsoo Kim