Journal of the Korean Data and Information Science Society

The Korean Data and Information Science Society (한국데이터정보과학회)
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Objective Bayesian multiple hypothesis testing for the shape parameter of generalized exponential distribution

  • 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)
  • Received : 2016.11.22
  • Accepted : 2017.01.09
  • Published : 2017.01.31
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Abstract

This article deals with the problem of multiple hypothesis testing for the shape parameter in the generalized exponential distribution. We propose Bayesian hypothesis testing procedures for multiple hypotheses of the shape parameter with the noninformative prior. The Bayes factor with the noninformative prior is not well defined. The reason is that the most of the noninformative prior can be improper. Therefore we study the default Bayesian multiple hypothesis testing methods using the fractional and intrinsic Bayes factors with the reference priors. Simulation study is performed and an example is given.

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