Journal of the Korean Data and Information Science Society

한국데이터정보과학회 (The Korean Data and Information Science Society)
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Noninformative priors for linear combinations of exponential means

  • Lee, Woo Dong (Faculty of Medical Industry Convergence, Daegu Haany University) ;
  • Kim, Dal Ho (Department of Statistics, Kyungpook National University) ;
  • Kang, Sang Gil (Department of Computer and Data Information, Sangji University)
  • 투고 : 2016.02.27
  • 심사 : 2016.03.24
  • 발행 : 2016.03.31
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초록

In this paper, we develop the noninformative priors for the linear combinations of means in the exponential distributions. We develop the matching priors and the reference priors. The matching priors, the reference prior and Jeffreys' prior for the linear combinations of means are developed. It turns out that the reference prior and Jeffreys' prior are not a matching prior. We show that the proposed matching prior matches the target coverage probabilities much more accurately than the reference prior and Jeffreys' prior in a frequentist sense through simulation study, and an example based on real data is given.

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참고문헌

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피인용 문헌

  1. 일반계 고등학생 사교육비 지출에 대한 베이지안 분위회귀모형 분석 vol.28, pp.6, 2017, https://doi.org/10.7465/jkdi.2017.28.6.1457