BAYESIAN TESTING FOR INDEPENDENCE IN MARSHALL AND OLKIN’S BIVARIATE EXPONENTIAL MODEL

Jang Sik Cho (Korea), Chang Wan Kang (Korea) and Seung Bae Choi (Korea)

Received June 1, 2007

References:

[1] J. O. Berger and L. R. Pericchi, The intrinsic Bayes factor for model selection and prediction, J. Amer. Statist. Assoc. 91 (1996), 109-122. [2] J. S. Cho, Multiple comparisons of the proportions for the negative binomial populations using fractional Bayes factor, J. Korean Data Anal. Soc. 8(4) (2006), 1361-1368. [3] J. S. Cho and Y. J. Cha, Bayesian testing for the ratio of the failure rates in two components system, J. Korean Data Anal. Soc. 8(3) (2006), 913-918. [4] J. S. Cho, Y. J. Cha and J. M. Lee, Bayesian multiple comparisons in geometric populations, J. Korean Data Anal. Soc. 8(3) (2006), 919-926. [5] A. W. Marshall and I. Olkin, A multivariate exponential distribution, J. Amer. Statist. Assoc. 62 (1967), 30-44. [6] A. O’Hagan, Fractional Bayes factors for model comparison (with discussion), J. Roy. Statist. Soc. 56 (1995), 99-118. [7] A. San Martini and F. Spezzaferri, A predictive model selection criterion, J. Roy. Statist. Soc. 46 (1984), 296-303.

Keywords and phrases: Bayesian testing, bivariate exponential model, fractional Bayes factor, improper prior, Marshall and Olkin’s model, posterior probability.