The Korean Journal of Applied Statistics (응용통계연구)

The Korean Statistical Society (한국통계학회)
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Noninformative Priors for the Ratio of Parameters in Inverse Gaussian Distribution

INVERSE GAUSSIAN분포의 모수비에 대한 무정보적 사전분포에 대한 연구

  • 강상길 (상지대학교 응용통계학과) ;
  • 김달호 (경북대학교 자연과학대학 통계학과) ;
  • 이우동 (대구한의대학교 정보과학부 정보분석학)
  • Published : 2004.03.01
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Abstract

In this paper, when the observations are distributed as inverse gaussian, we developed the noninformative priors for ratio of the parameters of inverse gaussian distribution. We developed the first order matching prior and proved that the second order matching prior does not exist. It turns out that one-at-a-time reference prior satisfies a first order matching criterion. Some simulation study is performed.

이 논문의 목적은 역 가우스 분포의 모수비가 관심의 대상일 때, 그 모수비에 대한 무정보적 사전분포를 구하는데 있다. 특별히, 모수비에 대한 확률대응사전분포와 기준 사전분포를 제안하였다. 먼저, 관심의 대상이 되는 모수에 대해 모수 직교화 변환을 구하고, 모수 직교화 변환을 이용하여 확률대응사전분포와 기준사전분포를 구하였다. 특히 확률대응사전분포의 일치차수는 1차임을 보였으며 2차 확률대응사전분포는 존재하지 않음을 보였다. 또한 제안된 사전분포에 의해 유도된 사후분포는 적절 분포임을 증명하였다. 모의 실험을 통하여 확률대응사전분포와 기준사전분포를 비교했으며, 실제자료를 이용하여 분석하는 예를 보였다.

Keywords

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