کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
418151 681615 2007 10 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Finite mixture of gamma distributions: A conjugate prior
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر نظریه محاسباتی و ریاضیات
پیش نمایش صفحه اول مقاله
Finite mixture of gamma distributions: A conjugate prior
چکیده انگلیسی

A finite mixture of gamma distributions [Finite mixture of certain distributions. Comm. Statist. Theory Methods 31(12), 2123–2137] is used as a conjugate prior, which gives a nice form of posterior distribution. This class of conjugate priors offers a more flexible class of priors than the class of gamma prior distributions. The usefulness of a mixture gamma-type   prior and the posterior of uncertain parameters λλ for the Poisson distribution are illustrated by using Markov Chain Monte Carlo (MCMC), Gibbs sampling approach, on hierarchical models. Using the generalized hypergeometric function, the method to approximate maximum likelihood estimators for the parameters of Agarwal and Al-Saleh [Generalized gamma type distribution and its hazard rate function. Comm. Statist. Theory Methods 30(2), 309–318] generalized gamma-type distribution is also suggested.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Computational Statistics & Data Analysis - Volume 51, Issue 9, 15 May 2007, Pages 4369–4378
نویسندگان
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