Journal of the Korean Data and Information Science Society

The Korean Data and Information Science Society (한국데이터정보과학회)
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Default Bayesian hypothesis testing for the scale parameters in the half logistic 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 : 2014.02.12
  • Accepted : 2014.03.20
  • Published : 2014.03.31
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Abstract

This article deals with the problem of testing the equality of the scale parameters in the half logistic distributions. We propose Bayesian hypothesis testing procedures for the equality of the scale parameters under the noninformative priors. The noninformative prior is usually improper which yields a calibration problem that makes the Bayes factor to be dened up to a multiplicative constant. Thus we propose the default Bayesian hypothesis testing procedures based on the fractional Bayes factor and the intrinsic Bayes factors under the reference priors. Simulation study and an example are provided.

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References

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