Noninformative Priors for the Variance Ratio in Analysis of Covariance Model
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In this paper, we develop the noninformative priors for the variance ratio in the analysis of covariance model. We use the criterion of the asymptotic matching of coverage probabilities of Bayesian credible intervals with the corresponding frequentist coverage probabilities. We develop the first and the second order matching priors. We reveal that the second order matching prior does not exist in the unbalanced case. However, the second order matching prior can be obtained in the balanced case. It turns out that the reference priors satisfy the first order matching criterion, but Jeffreys' prior does not satisfy even the first order matching criterion. Some simulation study is performed.
Abstract
In this paper, we develop the noninformative priors for the variance ratio in the analysis of covariance model. We use the criterion of the asymptotic matching of coverage probabilities of Bayesian credible intervals with the corresponding frequentist coverage probabilities. We develop the first and the second order matching priors. We reveal that the second order matching prior does not exist in the unbalanced case. However, the second order matching prior can be obtained in the balanced case. It turns out that the reference priors satisfy the first order matching criterion, but Jeffreys' prior does not satisfy even the first order matching criterion. Some simulation study is performed.
참고문헌 (21)
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