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Non informative priors for common shape parameter in the Pareto distributions

이우동|S. G. Kang|D. H. Kim
장전수학회 (Jangjeon Mathematical Society)|2012.01|Advanced Studies in Contemporary Mathematics|제22권 제1호|pp. 173-182

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참고문헌

키워드

matching priorreference priorCommon shape parameterPareto distribu-tion
주제분류수학

초록

In this paper, we develop the noninformative priors for the common shape parameter in the Pareto distributions. We develop the matching pri-ors and the reference priors. It turns out that the second order matching prior does not exist. Also we reveal that the one-at-a-time reference prior satisfies the first order matching criterion. Through simulation study,we show that the proposed reference prior matches the target coverage probabilities in a frequentist sense.

Abstract

In this paper, we develop the noninformative priors for the common shape parameter in the Pareto distributions. We develop the matching pri-ors and the reference priors. It turns out that the second order matching prior does not exist. Also we reveal that the one-at-a-time reference prior satisfies the first order matching criterion. Through simulation study,we show that the proposed reference prior matches the target coverage probabilities in a frequentist sense.

참고문헌 (30)

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