Noninformative priors for common scale parameter in the regular Pareto distributions

Title
Noninformative priors for common scale parameter in the regular Pareto distributions
Author(s)
김용구강상길[강상길]김달호[김달호]
Keywords
Common scale parameter; matching prior; Pareto distribution; reference prior
Issue Date
201203
Publisher
한국데이터정보과학회
Citation
한국데이터정보과학회지, v.23, no.2, pp.353 - 363
Abstract
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 rst order prior matches the target coverage probabilities in a frequentist sense through simulation study.
URI
http://hdl.handle.net/YU.REPOSITORY/28726
ISSN
1598-9402
Appears in Collections:
이과대학 > 통계학과 > Articles
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