Noninformative Priors for the Ratio of the Scale Parameters in the Inverted Exponential Distributions
자연과학 > 통계학
( Sang Gil Kang ) , ( Dal Ho Kim ) , ( Woo Dong Lee )
CSAM(Communications for Statistical Applications and Methods) 2013년, 제20권 제5호, 387~394페이지(총8페이지)
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    In this paper, we develop the noninformative priors for the ratio of the scale parameters in the inverted exponential distributions. The first and second order matching priors, the reference prior and Jeffreys prior are developed. It turns out that the second order matching prior matches the alternative coverage probabilities, is a cumulative distribution function matching prior and is a highest posterior density matching prior. In addition, the reference prior and Jeffreys` prior are the second order matching prior. We show that the proposed reference prior matches the target coverage probabilities in a frequentist sense through a simulation study as well as provide an example based on real data is given.
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