کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1145064 | 957448 | 2009 | 8 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Noninformative priors for the common mean in the bivariate normal distribution
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آمار و احتمال
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Noninformative priors for the common mean in the bivariate normal distribution Noninformative priors for the common mean in the bivariate normal distribution](/preview/png/1145064.png)
چکیده انگلیسی
In this paper, we consider some noninformative priors for the common mean in a bivariate normal population. We develop the first-order and second-order matching priors and reference priors. We find that the second-order matching prior is also an HPD matching prior, and matches the alternative coverage probabilities up to the second order. It turns out that derived reference priors do not satisfy a second-order matching criterion. Our simulation study indicates that the second-order matching prior performs better than the reference priors in terms of matching the target coverage probabilities in a frequentist sense. We also illustrate our results using real data.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of the Korean Statistical Society - Volume 38, Issue 2, June 2009, Pages 167–174
Journal: Journal of the Korean Statistical Society - Volume 38, Issue 2, June 2009, Pages 167–174
نویسندگان
Dal Ho Kim, Sang Gil Kang, Woo Dong Lee,