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Developing noninformative priors for the familial data
- Heo, Jungeun;
- Kim, Yeong-Hwa
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1초록
This paper considers development of noninformative priors for the familial data when the families have equal number of offspring. Several noninformative priors including the widely used Jeffreys' prior as well as the different reference priors are derived. Also, a simultaneously-marginally-probability-matching prior is considered and probability matching priors are derived when the parameter of interest is inter- or intra-class correlation coefficient. The simulation study implemented by Gibbs sampler shows that two-group reference prior is slightly edge over the others in terms of coverage probability.
키워드
familial data; Gibbs sampler; interclass correlation coefficient; intraclass correlation coefficient; Jeffreys' prior; matching priors; reference priors; INTERCLASS CORRELATIONS; BAYESIAN-INFERENCE; DISTRIBUTIONS
- 제목
- Developing noninformative priors for the familial data
- 저자
- Heo, Jungeun; Kim, Yeong-Hwa
- 발행일
- 2007-03
- 유형
- Article
- 권
- 36
- 호
- 1
- 페이지
- 77 ~ 91
- 언어
- ENG
- 출판사
- KOREAN STATISTICAL SOC
- 발행국가
- 대한민국
- 분량
- 15 페이지
- ISSN
- E 1876-4231
P 1226-3192