English

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 R2R^2 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.

Keywords

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

R2 v1 2026-06-23T15:21:18.860Z