Journal of the Korean Data and Information Science Society

The Korean Data and Information Science Society (한국데이터정보과학회)
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Bayesian Testing for the Shape Parameter of Gamma Distribution : An Encompassing Approach

  • Published : 2005.11.30
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Abstract

The Bayesian model selection procedures for the shape parameter of gamma distribution are proposed in order to test that the failure rate of gamma distribution is constant, increasing or decreasing. The encompassing intrinsic Bayes factor by Beger and Pericchi (1996) based on Jeffreys prior for shape parameter is used to investigate the usefulness of the proposed Bayesian model selection procedures via both real data and pseudo data.

Keywords

References

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