Journal of the Korean Data and Information Science Society
- Volume 17 Issue 4
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- Pages.1365-1374
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- 2006
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- 1598-9402(pISSN)
An Objective Bayesian Inference for the Difference between Two Normal Means
- Jang, Eun-Jin (Department of Statistics, Kyungpook National University) ;
-
Kim, Dal-Ho
(Department of Statistics, Kyungpook National University)
;
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Lee, Kyeong-Eun
(Department of Statistics, Kyungpook National University)
- Published : 2006.11.30
Abstract
In this paper, we consider a decision-theoretic oriented, objective Bayesian inference for the difference between two normal means with known variances. We derive the Bayesian reference criterion as well as the intrinsic estimator and the credible region which correspond to the intrinsic discrepancy loss and the reference prior. We show the similarity between derived two-sample results and the results for the one-sample case in Bernardo(1999).
Keywords
- Bayesian reference criterion;
- Credible region;
- Intrinsic estimator;
- Intrinsic expected loss;
- Reference prior