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학술연구/단체지원/교육 등 연구자 활동을 지속하도록 DBpia가 지원하고 있어요.
커뮤니티
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논문 기본 정보
- 자료유형
- 학술저널
- 저자정보
- 발행연도
- 2019.3
- 수록면
- 491 - 502 (12page)
- DOI
- 10.7465/jkdi.2019.30.2.491
이용수
초록· 키워드
오류제보하기
We consider the objective Bayesian inference for the product of different powers of two means in the normal distributions. In order to perform the objective Bayesian inference, the noninformative priors are essential. In this paper, we develop the matching prior as the noninformative priors for the product of different powers of two means in the normal distributions. We develop the first order matching priors using the orthogonal parameterization. Then we reveal that Jeffreys’ prior and the matching prior have the different forms. Also we prove the propriety of posteriors under general priors based on the developed priors. We investigate that the matching prior provides better performance than Jeffreys’ prior in view points of coverage probability from numerical studies.
목차
Abstract
1. Introduction
2. The probability matching prior
3.Property of the posterior distribution
4. Numerical studies
5. Concluding remarks
References
참고문헌 (35)
참고문헌 신청
Berger, J. O. / 1989 / Estimating a product of means : Bayesian analysis with reference priors / Journal of the American Statistical Association 84:200~207
Berger, J. O. / 1992 / Bayesian Statistics IV / Oxford University Press
Berger, J. O. / 1999 / Integrated likelihood methods for eliminating nuisance parameters / Statistical Science 14:1~22
Bernardo, J. M. / 1977 / Inferences about the ratio of normal means: A Bayesian approach to the Fieller-Creasy problem / Recent Developments in Statistics, Proceedings of the 1976 European Meeting of Statisticians :345~350
Bernardo, J. M. / 1979 / Reference posterior distributions for Bayesian inference (with discussion) / Journal of Royal Statistical Society B 41:113~147
Berger, J. O. / 1992 / Bayesian Statistics IV / Oxford University Press
Berger, J. O. / 1999 / Integrated likelihood methods for eliminating nuisance parameters / Statistical Science 14:1~22
Bernardo, J. M. / 1977 / Inferences about the ratio of normal means: A Bayesian approach to the Fieller-Creasy problem / Recent Developments in Statistics, Proceedings of the 1976 European Meeting of Statisticians :345~350
Bernardo, J. M. / 1979 / Reference posterior distributions for Bayesian inference (with discussion) / Journal of Royal Statistical Society B 41:113~147
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UCI(KEPA) : I410-ECN-0101-2019-041-000582574