Journal of the Korean Data and Information Science Society

The Korean Data and Information Science Society (한국데이터정보과학회)
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Reference Priors for the Location Parameter in the Exponential Distributions

  • Kang, Sang-Gil (Department of Computer Data and Information, Sangji University) ;
  • Kim, Dal-Ho (Department of Statistics, Kyungpook National University) ;
  • Lee, Woo-Dong (Department of Asset Management, Daegu Hanny University)
  • Published : 2008.11.30
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Abstract

In this paper, we develop the reference priors for the common location parameter in two parameter exponential distributions. We derive the reference priors and prove the propriety of joint posterior distribution under the general prior including the reference priors. Through the simulation study, we show that the proposed reference prior matches the target coverage probabilities in a frequentist sense.

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