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Physical Sciences and Mathematics Commons

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Statistics and Probability

Journal of Modern Applied Statistical Methods

2006

Dirichlet process prior

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Full-Text Articles in Physical Sciences and Mathematics

Nonparametric Bayesian Multiple Comparisons For Dependence Parameter In Bivariate Exponential Populations, M. Masoom Ali, J. S. Cho, Munni Begum May 2006

Nonparametric Bayesian Multiple Comparisons For Dependence Parameter In Bivariate Exponential Populations, M. Masoom Ali, J. S. Cho, Munni Begum

Journal of Modern Applied Statistical Methods

A nonparametric Bayesian multiple comparisons problem (MCP) for dependence parameters in I bivariate exponential populations is studied. A simple method for pairwise comparisons of these parameters is also suggested. The methodology by Gopalan and Berry (1998) is extended using Dirichlet process priors, applied in the form of baseline prior and likelihood combination to provide the comparisons. Computation of the posterior probabilities of all possible hypotheses are carried out through a Markov Chain Monte Carlo, Gibbs sampling, due to the intractability of analytic evaluation. The process of MCP for the dependent parameters of bivariate exponential populations is illustrated with a numerical …