Journal of the Korean Data and Information Science Society

The Korean Data and Information Science Society (한국데이터정보과학회)
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Noninformative priors for the ratio of parameters of two Maxwell distributions

  • Kang, Sang Gil (Department of Computer and Data Information, Sangji University) ;
  • Kim, Dal Ho (Department of Statistics, Kyungpook National University) ;
  • Lee, Woo Dong (Department of Asset Management, Daegu Haany University)
  • Received : 2013.03.07
  • Accepted : 2013.04.01
  • Published : 2013.05.31
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Abstract

We develop noninformative priors for a ratio of parameters of two Maxwell distributions which is used to check the equality of two Maxwell distributions. Specially, we focus on developing probability matching priors and Je reys' prior for objectiv Bayesian inferences. The probability matching priors, under which the probability of the Bayesian credible interval matches the frequentist probability asymptotically, are developed. The posterior propriety under the developed priors will be shown. Some simulations are performed for identifying the usefulness of proposed priors in objective Bayesian inference.

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References

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