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Journal of the Korean Data & Information Science Society = 한국데이터정보과학회지 v.21 no.2, 2010년, pp.335 - 343   피인용횟수: 4
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Noninformative priors for the common scale parameter in Pareto distributions

Kang, Sang-Gil    (Department of Computer and Data Information, Sangji University  );
  • 초록

    In this paper, we develop the reference priors for the common scale parameter in the nonregular Pareto distributions with unequal shape paramters. We derive the reference priors as noninformative prior and prove the propriety of joint posterior distribution under the general prior including the reference priors. Through the simulation study, we show that the proposed reference priors match the target coverage probabilities in a frequentist sense.


  • 주제어

    Nonregular case .   pareto distribution .   reference prior .   scale parameter.  

  • 참고문헌 (26)

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    2. Arnold, B. C. and Press, S. J. (1989). Bayesian estimation and prediction for Pareto data. Journal of the American Statistical Association, 84, 1079-1084. 
    3. Berger, J. O. and Bernardo, J. M. (1992). On the development of reference priors (with discussion). Bayesian Statistics IV, J.M. Bernardo, et al., Oxford University Press, Oxford, 35-60. 
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    5. Datta, G. S. (1996). On priors providing frequentist validity for Bayesian inference for multiple parametric functions. Biometrika, 83, 287-298. 
    6. Datta, G. S. and Ghosh, J. K. (1995). On priors providing frequentist validity for Bayesian inference. Biometrika, 82, 37-45. 
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    8. Elfessi, A. and Jin, C. (1996). On robust estimation of the common scale parameter of several Pareto distributions. Statistics & Probability Letters, 29, 345-352. 
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    16. Kim, D. H., Kang, S. G. and Lee, W. D. (2009). Noninformative priors for Pareto distribution. Journal of the Korean Data & Information Science Society, 20, 1213-1223.     
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    18. Lee J. and Lee, W. D. (2008). Likelihood based inference for the shape parameter of Pareto distribution. Journal of the Korean Data & Information Science Society, 19, 1173-1181.     
    19. Lwin, T. (1972). Estimation of the tail of the Paretian law. Scandinavian Actuarial Journal, 55, 170-178. 
    20. Mukerjee, R. and Ghosh, M. (1997). Second order probability matching priors. Biometrika, 84, 970-975. 
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    23. Tibshirani, R. (1989). Noninformative priors for one parameter of many. Biometrika, 76, 604-608. 
    24. Tiwari, R. C., Yang, Y. and Zalkikar, J. N. (1996). Bayes estimation for the Pareto failure-model using Gibbs sampling. IEEE Transactions on Reliability, 45, 471-476. 
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    26. Berger, J. O. and Bernardo, J. M. (1989). Estimating a product of means: Bayesian analysis with reference priors. Journal of the American Statistical Association, 84, 200-207. 
  • 이 논문을 인용한 문헌 (4)

    1. 2011. "" Journal of the Korean Data & Information Science Society = 한국데이터정보과학회지, 22(1): 115~123     
    2. 2011. "" Journal of the Korean Data & Information Science Society = 한국데이터정보과학회지, 22(4): 819~826     
    3. 2012. "" Journal of the Korean Data & Information Science Society = 한국데이터정보과학회지, 23(6): 1299~1308     
    4. 2012. "" Journal of the Korean Data & Information Science Society = 한국데이터정보과학회지, 23(2): 353~363     

 저자의 다른 논문

  • Kang, Sang-Gil (75)

    1. 2003 "On the Development of Probability Matching Priors for Non-regular Pareto Distribution" 한국통계학회 논문집 = Communications of the Korean Statistical Society 10 (2): 333~339    
    2. 2003 "Large Sample Tests for Independence and Symmetry in the Bivariate Weibull Model under Random Censorship" Journal of the Korean Data & Information Science Society = 한국데이터정보과학회지 14 (2): 405~412    
    3. 2003 "Reference Priors in the Normal Distributions with Common Coefficient of Variation" Journal of the Korean Data & Information Science Society = 한국데이터정보과학회지 14 (3): 697~705    
    4. 2003 "Reliability Estimation in Bivariate Pareto Model with Bivariate Type I Censored Data" Journal of the Korean Data & Information Science Society = 한국데이터정보과학회지 14 (4): 837~844    
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    7. 2004 "NONINFORMATIVE PRIORS FOR LINEAR COMBINATION OF THE INDEPENDENT NORMAL MEANS" Journal of the Korean Statistical Society 33 (2): 203~218    
    8. 2004 "Bayesian Test for the Intraclass Correlation Coefficient in the One-Way Random Effect Model" Journal of the Korean Data & Information Science Society = 한국데이터정보과학회지 15 (3): 645~654    
    9. 2004 "Bayesian Model Selection in the Unbalanced Random Effect Model" Journal of the Korean Data & Information Science Society = 한국데이터정보과학회지 15 (4): 743~752    
    10. 2004 "Noninformative Priors for the Common Scale Parameter in the Inverse Gaussian Distributions" Journal of the Korean Data & Information Science Society = 한국데이터정보과학회지 15 (4): 981~992    

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