Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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Instrinsic Priors for Testing Two Exponential Means with the Fractional Bayes Factor

  • Kim, Seong W. (Department of Statistics, Seoul National University) ;
  • Kim, Hyunsoo (Department of Mathematics, Sungkyunkwan University)
  • Published : 2000.12.01
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Abstract

This article addresses the Bayesian hypothesis testing for the comparison of two exponential mans. Conventional Bayes factors with improper non-informative priors are into well defined. The fractional Byes factor(FBF) of O'Hagan(1995) is used to overcome such as difficulty. we derive proper intrinsic priors, whose Bayes factors are asymptotically equivalent to the corresponding FBFs. We demonstrate our results with three examples.

Keywords

References

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