Developing noninformative priors for the familial data
- Authors
- Heo, Jungeun; Kim, Yeong-Hwa
- Issue Date
- Mar-2007
- Publisher
- KOREAN STATISTICAL SOC
- Keywords
- familial data; Gibbs sampler; interclass correlation coefficient; intraclass correlation coefficient; Jeffreys' prior; matching priors; reference priors
- Citation
- JOURNAL OF THE KOREAN STATISTICAL SOCIETY, v.36, no.1, pp 77 - 91
- Pages
- 15
- Journal Title
- JOURNAL OF THE KOREAN STATISTICAL SOCIETY
- Volume
- 36
- Number
- 1
- Start Page
- 77
- End Page
- 91
- URI
- https://scholarworks.bwise.kr/cau/handle/2019.sw.cau/24129
- ISSN
- 1226-3192
1876-4231
- Abstract
- 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.
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