Bayes Factor Approach for Independence Test in Marshall and Olkin s Bivariate Exponential Model with Censored Data

• 발행기관: 한국자료분석학회
• 저자명: 조장식(Jang Sik Cho)
• 간행물 정보: 『Journal of The Korean Data Analysis Society (JKDAS)』Vol.9 No.3, 1029~1035쪽, 전체 7쪽
• 주제분류: 자연과학 > 통계학
• 파일형태: PDF
• 발행일자: 2007.06.30

영문 초록

In this paper, we consider fractional Bayes factor approach for independence test in Marshall and Olkin s bivariate exponential model with type I censored data. We use an improper prior for the parameters so that such prior is defined only up to arbitrary constant which affects the values of Bayes factors. So we compute the fractional Bayes factor proposed by O Hagan(1995) to compensate for that arbitrariness. We propose Bayesian testing procedure for independence based on fractional Bayes factor and calculate the posterior probabilities for the hypotheses, respectively. And we give a numerical examples to illustrate our procedure.

목차

1. Introduction

2. Preliminaries

3. Fractional Bayes Factor

4. A Numerical Example

References

키워드

Bayesian testing Bivariate exponential model Fractional Bayes factor Type I censored data