A Bayesian Analysis of Two-Piece Distributions Based on the Scale Mixtures of Normal Family

被引：20
|
作者：
Moravveji, Behjat [1 ]
Khodadadi, Zahra [1 ]
Maleki, Mohsen [2 ]
机构：
[1] Islamic Azad Univ, Dept Stat, Marvdasht Branch, Marvdasht, Iran
[2] Shiraz Univ, Coll Sci, Dept Stat, Shiraz, Iran
来源：
IRANIAN JOURNAL OF SCIENCE AND TECHNOLOGY TRANSACTION A-SCIENCE | 2019年 / 43卷 / A3期
关键词：
Bayesian estimates; Informative prior; Scale mixtures of normal family; Skewness; Two-piece distributions;
D O I：
10.1007/s40995-018-0541-9
中图分类号：
O [数理科学和化学]; P [天文学、地球科学]; Q [生物科学]; N [自然科学总论];
学科分类号：
07 ; 0710 ; 09 ;
摘要：
The current paper seeks to present a Bayesian approach for the estimation of the parameters of the two-piece scale mixtures of normal distributions. This is a rich family of light/heavy-tailed symmetric/asymmetric distributions that includes, as a special case, the heavy-tailed scale mixtures of normal distributions, and is flexible in computations for modeling symmetric and asymmetric data. A Bayesian approach is possible from the specification of hierarchical representations of the proposed family. We illustrate the usefulness of our approach with both real and simulated data.
引用
收藏
页码：991 / 1001
页数：11
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