Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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Reference-Intrinstic Analysis 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) ;
  • Lee, Kyeong-Eun (Department of Statistics, Kyungpook National University)
  • Published : 2007.04.30
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Abstract

In this paper, we consider a decision-theoretic oriented, objective Bayesian inference for the difference between two normal means with unknown com-mon variance. 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 illustrate our results using real data analysis as well as simulation study.

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References

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