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

页码：991 / 1001

页数：11

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