Journal of the Korean Data and Information Science Society

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

Bayesian Model Selection in Analysis of Reciprocals

  • Kang, Sang-Gil (Department of Applied Statistics, Sangji University) ;
  • Kim, Dal-Ho (Department of Statistics, Kyungpook National University) ;
  • Cha, Young-Joon (Department of Information Statistics, Andong National University)
  • Published : 2005.11.30
Download PDF
⟨ Previous Next ⟩

Abstract

Tweedie (1957a) proposed a method for the analysis of residuals from an inverse Gaussian population paralleling the analysis of variance in normal theory. He called it the analysis of reciprocals. In this paper, we propose a Bayesian model selection procedure based on the fractional Bayes factor for the analysis of reciprocals. Using the proposed model selection procedures, we compare with the classical tests.

Keywords

References

  1. Journal of Royal Statistical Society, B v.57 Discussion on Fractional Bayes Factors for Model Comparison (by O'Hagan, A.) Berger, J.O.;Mortera, J.
  2. Journal of the American Statistical Association v.91 The Intrinsic Bayes Factor for Model Selection and Prediction Berger, J.O.;Pericchi, L.R.
  3. Journal of Royal Statistical Society, B v.40 The Inverse Gaussian Distribution and Its Statistical Application-A Review Chhikara, R.S.;Folks, L.
  4. The Inverse Gaussian Distribution; Theory, Methodology and Applications Chhikara, R.S.;Folks, L.
  5. Journal of Royal Statistical Society, B v.57 Fractional Bayes Factors for Model Comparison (with discussion) O'Hagan, A.
  6. Test v.6 Properties of Intrinsic and Fractional Bayes Factors O'Hagan, A.
  7. Journal of the Korean Data & Information Science Society v.15 Noninformative Priors for the Common Scale Parameter in the Inverse Gaussian Distributions Kang, S.G.
  8. Journal of Statistical Planning and Inference v.3 Analysis of Single Classification Experiments based on Censored Samples from Two-Parameter Weibull Distribution McCool, J.I.
  9. The Inverse Gaussian Distribution: Statistical Theory and Applications Seshadri, V.
  10. Journal of Royal Statistical Society, B v.44 Bayes Factors for Linear and Log-Linear Models with Vague Prior Information Spiegelhalter, D.J.;Smith, A.F.M.
  11. The Annals of Mathematical Statistics v.28 Statistical Properties of Inverse Gaussian Distributions I Tweedie, M.C.K.
  12. The Annals of Mathematical Statistics v.28 Statistical Properties of Inverse Gaussian Distributions II Tweedie, M.C.K.