Mixture of Distributions in the Biparametric Exponential Family: A Bayesian Approach

被引：4

作者：

Liliana Garrido, L. ^{[1
]}

Cepeda, Edilberto ^{[1
]}

机构：

[1] Univ Nacl Colombia, Dept Estadist, Bogota, Colombia

来源：

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 2012年 / 41卷 / 03期

关键词：

Bayesian methods; Biparametric exponential family; MCMC simulation; Mixture models; GAMMA-DISTRIBUTIONS; NUMBER; COMPONENTS; MODELS;

D O I：

10.1080/03610918.2011.592245

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this article we propose mixture of distributions belonging to the biparametric exponential family, considering joint modeling of the mean and variance (or dispersion) parameters. As special cases we consider mixtures of normal and gamma distributions. A novel Bayesian methodology, using Markov Chain Monte Carlo (MCMC) methods, is proposed to obtain the posterior summaries of interest. We include simulations and real data examples to illustrate de performance of the proposal.

引用

页码：355 / 375

页数：21

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