Independent Testing in Marshall and Olkin's Bivariate Exponential Model Using Fractional Bayes Factor Under Bivariate Type I Censorship

  • Cho, Kil-Ho (Department of Statistics, Kyungpook National University) ;
  • Cho, Jang-Sik (Department of Informational Statistics, Kyungsung University) ;
  • Choi, Seung-Bae (Department of Date Information Science, Dongeui University)
  • Published : 2008.11.30

Abstract

In this paper, we consider two components system which the lifetimes have Marshall and Olkin's bivariate exponential model with bivariate type I censored data. We propose a Bayesian independent test procedure for above model using fractional Bayes factor method by O'Hagan based on improper prior distributions. And we compute the fractional Bayes factor and the posterior probabilities for the hypotheses, respectively. Also we select a hypothesis which has the largest posterior probability. Finally a numerical example is given to illustrate our Bayesian testing procedure.

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