Journal of Korean Society for Quality Management (품질경영학회지)

Korean Society for Quality Management (한국품질경영학회)
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A Multiple Test of a Poisson Mean Parameter Using Default Bayes Factors

디폴트 베이즈인자를 이용한 포아송 평균모수에 대한 다중검정

  • Published : 2002.06.01
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Abstract

A multiple test of a mean parameter, λ, in the Poisson model is considered using the Bayes factor. Under noninformative improper priors, the intrinsic Bayes factor(IBF) of Berger and Pericchi(1996) and the fractional Bayes factor(FBF) of O'Hagan(1995) called as the default or automatic Bayes factors are used to select one among three models, M$_1$: λ< $λ_0, M$_2$: λ= $λ_0, M$_3$: λ> $λ_0. Posterior probability of each competitive model is computed using the default Bayes factors. Finally, theoretical results are applied to simulated data and real data.

Keywords

References

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