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Noninformative priors for common scale parameter in the regular Pareto distributions

Kang, Sang-Gil    (Department of Computer and Data Information, Sangji University   ); Kim, Dal-Ho    (Department of Statistics, Kyungpook National University   ); Kim, Yong-Ku    (Department of Statistics, Yeungnam University  );
  • 초록

    In this paper, we introduce the noninformative priors such as the matching priors and the reference priors for the common scale parameter in the Pareto distributions. It turns out that the posterior distribution under the reference priors is not proper, and Jeffreys' prior is not a matching prior. It is shown that the proposed first order prior matches the target coverage probabilities in a frequentist sense through simulation study.


  • 주제어

    Common scale parameter .   matching prior .   Pareto distribution .   reference prior.  

  • 참고문헌 (29)

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