Results 271 to 280 of about 2,663,278 (338)

An Alternative Conjugate Prior Distribution for Positive Parameters

Annals of Data Science, 2018
In this paper, we propose a new conjugate prior probability distribution to many likelihoods distributions. In particular, we use the weighted Lindley distribution as a conjugate prior distribution. The weighted Lindley distribution can be viewed as a mixture of two gamma distributions with know weights.
M. Bourguignon
semanticscholar   +2 more sources

Finite mixture of gamma distributions: A conjugate prior

Computational Statistics & Data Analysis, 2007
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Jamal Alsaleh, S. Agarwal
semanticscholar   +3 more sources

Bayesian inference for Maxwell distribution under conjugate prior

Model Assisted Statistics and Applications, 2013
In this article we present Bayes estimators of Maxwell parameter and their associated risk based on conjugate prior, with respect to both symmetric loss function (squared error loss) and asymmetric loss function (precautionary loss). We also obtain the highest posterior density interval for the Maxwell parameter, as well as, the HPD prediction ...
S. Dey, Tanujit Dey, Sudhansu S. Maiti
semanticscholar   +2 more sources

Putting Background Information About Relative Risks into Conjugate Prior Distributions

Biometrics, 2001
In Bayesian and empirical Bayes analyses of epidemiologic data, the most easily implemented prior specifications use a multivariate normal distribution for the log relative risks or a conjugate distribution for the discrete response vector. This article describes problems in translating background information about relative risks into conjugate priors ...
S. Greenland
semanticscholar   +3 more sources

Conjugate Priors Represent Strong Pre‐Experimental Assumptions

Scandinavian Journal of Statistics, 2004
Abstract. It is well known that Jeffreys’ prior is asymptotically least favorable under the entropy risk, i.e. it asymptotically maximizes the mutual information between the sample and the parameter. However, in this paper we show that the prior that minimizes (subject to certain constraints) the mutual information between the sample and the parameter ...
MULIERE, PIETRO, GUTIERREZ PENA E.
openaire   +3 more sources

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