Journal of the Korean Data and Information Science Society

한국데이터정보과학회 (The Korean Data and Information Science Society)
권호 표지

Noninformative Priors for the Ratio of the Failure Rates in Exponential Model

  • Cho, Jang-Sik (Department of Statistical Information Science, Kyungsung University) ;
  • Baek, Sung-Uk (Research Institute for Basic Science, Kyungsung University)
  • 발행 : 2002.10.31
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초록

In this paper, we derive noninformative priors for the ratio of failure rates in exponential model. A class of priors is found by matching the coverage probabilities of one-sided Baysian credible interval with the corresponding frequentist coverage probabilities. And we prove that the noninformative prior matches the alternative coverage probabilities and is a HPD matching prior up to the second order. Finally, we provide simulated freqentist coverage probabilities under the derived noninformative prior for small samples.

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참고문헌

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