논문
학술저널
Probability Matching Priors in Freund s Bivariate Exponential Model
간행물 정보
- 한국자료분석학회
- Journal of The Korean Data Analysis Society (JKDAS)
- Vol.4 No.3
-
2002.09263 - 268 (6 pages)
저자
- 이용수 2
키워드
초록
In this paper, we develop the first order probability matching prior that are used for estimating the ratio of failure rates under Freund s bivariate exponential Model. The prior is found by matching the coverage probabilities of one-sided Baysian credible interval with the corresponding frequentist coverage probabilities. The propriety of posterior under the priors is proved. And the frequentist coverage probabilities are investigated for moderate samples via simulation study.
목차
1. INTRODUCTION
2. DEVELOPMENT OF THE MATCHING PRIOR
3. IMPLEMENTATION OF THE BAYESIAN PROCEDURE
4. SIMULATION STUDY
REFERENCES
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