A gamma-mixture class of distributions with Bayesian application

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dc.contributor.author Van Niekerk, Janet
dc.contributor.author Bekker, Andriette, 1958-
dc.contributor.author Arashi, Mohammad
dc.date.accessioned 2018-03-19T05:57:09Z
dc.date.issued 2017-05
dc.description.abstract In this article, a subjective Bayesian approach is followed to derive estimators for the parameters of the normal model by assuming a gamma-mixture class of prior distributions, which includes the gamma and the noncentral gamma as special cases. An innovative approach is proposed to find the analytical expression of the posterior density function when a complicated prior structure is ensued. The simulation studies and a real dataset illustrate the modeling advantages of this proposed prior and support some of the findings. en_ZA
dc.description.department Statistics en_ZA
dc.description.embargo 2018-05-24
dc.description.librarian hj2018 en_ZA
dc.description.sponsorship The StatDisT group. This work is based upon research supported by the National Research foundation, Grant (Re:CPRR13090132066 No 91497) and the vulnerable discipline-academic statistics (STAT) fund. en_ZA
dc.description.uri http://www.tandfonline.com/loi/lssp20 en_ZA
dc.identifier.citation Janet van Niekerk, Andriëtte Bekker & Mohammad Arashi (2017) A gamma-mixture class of distributions with Bayesian application, Communications in Statistics - Simulation and Computation, 46:10, 8152-8165, DOI: 10.1080/03610918.2016.1267754. en_ZA
dc.identifier.issn 0361-0918 (print)
dc.identifier.issn 1532-4141 (online)
dc.identifier.other 10.1080/03610918.2016.1267754
dc.identifier.uri http://hdl.handle.net/2263/64298
dc.language.iso en en_ZA
dc.publisher Taylor and Francis en_ZA
dc.rights © 2017 Taylor & Francis Group, LLC. This is an electronic version of an article published in Communications in Statistics : Simulation and Computation, vol. 46, no. 10, pp. 8152-8165, 2017. doi : 10.1080/03610918.2016.1267754. Communications in Statistics : Simulation and Computation is available online at : http://www.tandfonline.comloi/lssp20. en_ZA
dc.subject Bayesian inference en_ZA
dc.subject Hypergeometric gamma en_ZA
dc.subject Mixture of gamma en_ZA
dc.subject Normal-gamma en_ZA
dc.subject Normal-inverse gamma en_ZA
dc.subject Variance en_ZA
dc.title A gamma-mixture class of distributions with Bayesian application en_ZA
dc.type Postprint Article en_ZA


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