Expected posterior priors in selecting the largest mean of the exponential distributions

Tsai Hung Fan, Wen Kuei Jian

研究成果: 雜誌貢獻期刊論文同行評審

摘要

In reliability theory or survival analysis, selecting the largest mean among many exponential distributions is an important issue. Such a problem can also be viewed as a model selection problem via the Bayesian approach. It is well known that Bayes factors under proper priors have been very successful in Bayesian model selection or testing problems. However, Bayes factors are typically invalid with respect to improper noninformative priors. Objective Bayesian criteria are thus desired. In this work, we consider to use the expected posterior priors originally proposed by Perez and Berger (2002) to select the largest exponential mean. Specific expected posterior priors are derived in recursive formulas. Some simulation results are also given to illustrate the method.

原文???core.languages.en_GB???
頁(從 - 到)1561-1575
頁數15
期刊Communications in Statistics - Theory and Methods
38
發行號10
DOIs
出版狀態已出版 - 6月 2009

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