Objective Bayesian Analysis of the Yule-Simon Distribution with Applications
Methodology
2017-07-04 v1 Computation
Abstract
The Yule-Simon distribution is usually employed in the analysis of frequency data. As the Bayesian literature, so far, ignored this distribution, here we show the derivation of two objective priors for the parameter of the Yule-Simon distribution. In particular, we discuss the Jeffreys prior and a loss-based prior, which has recently appeared in the literature. We illustrate the performance of the derived priors through a simulation study and the analysis of real datasets.
Keywords
Cite
@article{arxiv.1604.05661,
title = {Objective Bayesian Analysis of the Yule-Simon Distribution with Applications},
author = {Fabrizio Leisen and Luca Rossini and Cristiano Villa},
journal= {arXiv preprint arXiv:1604.05661},
year = {2017}
}
Comments
24 pages, 11 Figures, 7 Tables