닫기
18.97.9.170
18.97.9.170
close menu
Accredited
디폴트 베이즈인자를 이용한 포아송 평균모수에 대한 다중검정
A Multiple Test of a Poisson Mean Parameter Using Default Bayes Factors
김경숙(Kyung Sook Kim),손영숙(Young Sook Son)
UCI I410-ECN-0102-2009-320-005032270

A multiple test of a mean parameter, λ, in the Poisson model is considered using the Bayes factor. Under noninformative improper priors, the intrinsic Bayes factor(IBF) or Berger and Pericchi(1996) and the fractional Bayes factor(FBF) of O`Hagan(1995) called as the default or automatic Bayes factors are used to select one among three models, M_1 : λ< λ_0, M_2 :λ= λ_0, M_3 : λ> λ_0. Posterior probability of each competitive model is computed using the default Bayes factors. Finally, theoretical results are applied to simulated data and real data.

[자료제공 : 네이버학술정보]
×