Bayesian analysis of three parameter singular Marshall-Olkin bivariate Pareto distribution
Methodology
2017-10-03 v2 Applications
Computation
Abstract
This paper provides bayesian analysis of singular Marshall-Olkin bivariate Pareto distribution. We consider three parameter singular Marshall-Olkin bivariate Pareto distribution. We consider two types of prior - reference prior and gamma prior. Bayes estimate of the parameters are calculated based on slice cum gibbs sampler and Lindley approximation. Credible interval is also provided for all methods and all prior distributions. A data analysis is kept for illustrative purpose.
Keywords
Cite
@article{arxiv.1709.05906,
title = {Bayesian analysis of three parameter singular Marshall-Olkin bivariate Pareto distribution},
author = {Biplab Paul and Arabin Kumar Dey and Sanku Dey and Debasis Kundu},
journal= {arXiv preprint arXiv:1709.05906},
year = {2017}
}
Comments
23 pages, 3 tables