Advances and Applications in Statistics
Volume 10, Issue 2, Pages 285 - 293
(December 2008)
|
|
BAYESIAN TESTING IN MARSHALL AND OLKIN’S BIVARIATE EXPONENTIAL MODEL WITH BIVARIATE RANDOM CENSORED DATA
Jang Sik Cho (Korea)
|
Abstract: In this paper, we consider a Bayesian independent test in Marshall and Olkin’s bivariate exponential model with bivariate random censored data. We use fractional Bayes factor method by O’Hagan [8] based on improper prior distributions. We compute the fractional Bayes factor and the posterior probabilities for the hypotheses, respectively. Also we select a hypothesis which has the largest posterior probability. Finally a numerical example is given to illustrate our Bayesian testing procedure. |
Keywords and phrases: Bayesian testing, bivariate exponential model, fractional Bayes factor, improper prior, Marshall and Olkin’s model, posterior probability, censored data. |
|
Number of Downloads: 354 | Number of Views: 1384 |
|