Noninformative priors for linear combinations of the normal means |
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Authors: | Dal Ho Kim Sang Gil Kang Woo Dong Lee |
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Institution: | (1) Department of Statistics, Kyungpook National University, 702-701 Daegu, Korea;(2) Department of Applied Statistics, Sangji University, 220-702 Wonju, Korea;(3) Faculty of Information Science, Daegu Haany University, 712-230 Kyungsan, Korea |
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Abstract: | In this paper, we develop noninformative priors for linear combinations of the means under the normal populations. It turns
out that among the reference priors the one-at-a-time reference prior satisfies a second order probability matching criterion.
Moreover, the second order probability matching priors match alternative coverage probabilities up to the second order and
are also HPD matching priors. Our simulation study indicates that the one-at-a-time reference prior performs better than the
other reference priors in terms of matching the target coverage probabilities in a frequentist sense. |
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Keywords: | Linear combination of the means Probability matching priors Reference priors Frequentist coverage probabilities |
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