6533b82afe1ef96bd128c743

RESEARCH PRODUCT

Bayesian Inference for the Exponential Power Function Parameters

Gianna Agro'

subject

Bayesian Inference Exponential Power FunctionGibbs SamplerSettore SECS-S/01 - Statistica

description

This paper addresses the problem of obtaining the marginal posterior distributions, via Gibbs Sampler, for the parameters of the well-known generalized error distribution called Exponential Power Function (E.P.F.). This density represents a family of unimodal symmetric distributions with shapes varying from leptokurtic to platikurtic.

http://hdl.handle.net/10447/44265