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Testing Hypotheses About the Power Law Process Under Failure Truncation Using Intrinsic Bayes Factors

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  • Rama Lingham
  • S. Sivaganesan

Abstract

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Suggested Citation

  • Rama Lingham & S. Sivaganesan, 1997. "Testing Hypotheses About the Power Law Process Under Failure Truncation Using Intrinsic Bayes Factors," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 49(4), pages 693-710, December.
  • Handle: RePEc:spr:aistmt:v:49:y:1997:i:4:p:693-710
    DOI: 10.1023/A:1003218410136
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    References listed on IDEAS

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    1. Shaul Bar-Lev & Idit Lavi & Benjamin Reiser, 1992. "Bayesian inference for the power law process," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 44(4), pages 623-639, December.
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    Cited by:

    1. S. Sivaganesan & Rama Lingham, 2002. "On the Asymptotic Stability of the Intrinsic and Fractional Bayes Factors for Testing Some Diffusion Models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 54(3), pages 500-516, September.
    2. Kim, Seong W., 2000. "Intrinsic priors for testing exponential means," Statistics & Probability Letters, Elsevier, vol. 46(2), pages 195-201, January.

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