Journal of the Korean Data and Information Science Society

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

Noninformative Priors in Freund's Bivariate Exponential Distribution : Symmetry Case

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

In this paper, we develop noninformative priors that are used for estimating the ratio of failure rates under Freund's bivariate exponential distribution. A class of priors is found by matching the coverage probabilities of one-sided Baysian credible interval with the corresponding frequentist coverage probabilities. Also the propriety of posterior under the noninformative priors is proved and the frequentist coverage probabilities are investigated for small samples via simulation study.

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참고문헌

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