Journal of the Korean Data and Information Science Society

The Korean Data and Information Science Society (한국데이터정보과학회)
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Development of Noninformative Priors in the Burr Model

  • Cho, Jang-Sik (Department of Statistical Information Science, Kyungsung University) ;
  • Kang, Sang-Gil (Department of Statistical Information Science, Kyungsung University) ;
  • Baek, Sung-Uk (Research Institute for Basic Science, Kyungsung University)
  • Published : 2003.02.28
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Abstract

In this paper, we derive noninformative priors for the ratio of parameters in the Burr model. We obtain Jeffreys' prior, reference prior and second order probability matching prior. Also we prove that the noninformative prior matches the alternative coverage probabilities and a HPD matching prior up to the second order, respectively. Finally, we provide simulated frequentist coverage probabilities under the derived noninformative priors for small and moderate size of samples.

Keywords

References

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