Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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DEVELOPING NONINFORMATIVE PRIORS FOR THE FAMILIAL DATA

  • Heo, Jung-Eun (Office of Directorate, KOSEF(Korea Science and Engineering Foundation)) ;
  • Kim, Yeong-Hwa (Department of Statistics, Chung-Ang University)
  • Published : 2007.03.31
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Abstract

This paper considers development of noninformative priors for the familial data when the families have equal number of offspring. Several noninformative priors including the widely used Jeffreys' prior as well as the different reference priors are derived. Also, a simultaneously-marginally-probability-matching prior is considered and probability matching priors are derived when the parameter of interest is inter- or intra-class correlation coefficient. The simulation study implemented by Gibbs sampler shows that two-group reference prior is slightly edge over the others in terms of coverage probability.

Keywords

References

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