Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1149462 | Journal of Statistical Planning and Inference | 2011 | 12 Pages |
Abstract
In this article, we propose a new generalized multivariate log-gamma distribution. We consider the usage of the proposed multivariate distribution as the prior distribution in the Bayesian analysis. The generalized multivariate log-gamma distribution allows for the inclusion of prior knowledge on correlations between model parameters when likelihood is not in the form of a normal distribution. Use of the proposed distribution in the Bayesian analysis of log-linear models is also discussed.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Haydar Demirhan, Canan Hamurkaroglu,