Journal of the Korean Data and Information Science Society

The Korean Data and Information Science Society (한국데이터정보과학회)
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Default Bayesian testing for the equality of the scale parameters of several inverted exponential 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 : 2014.06.07
  • Accepted : 2014.07.21
  • Published : 2014.07.31
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Abstract

This article deals with the problem of testing the equality of the scale parameters of several inverted exponential distributions. We propose Bayesian hypothesis testing procedures for the equality of the scale parameters under the noninformative prior. The noninformative prior is usually improper which yields a calibration problem that makes the Bayes factor to be defined up to a multiplicative constant. So 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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