Bayesian estimation and prediction for certain mixtures
Statistics Theory
2020-09-09 v2 Statistics Theory
Abstract
For two vast families of mixture distributions and a given prior, we provide unified representations of posterior and predictive distributions. Model applications presented include bivariate mixtures of Gamma distributions labelled as Kibble-type, non-central Chi-square and F distributions, the distribution of in multiple regression, variance mixture of normal distributions, and mixtures of location-scale exponential distributions including the multivariate Lomax distribution. An emphasis is also placed on analytical representations and the relationships with a host of existing distributions and several hypergeomtric functions of one or two variables.
Cite
@article{arxiv.2005.02879,
title = {Bayesian estimation and prediction for certain mixtures},
author = {Aziz LMoudden and Éric Marchand},
journal= {arXiv preprint arXiv:2005.02879},
year = {2020}
}
Comments
23 pages, 1 figure