6533b82afe1ef96bd128c743
RESEARCH PRODUCT
Bayesian Inference for the Exponential Power Function Parameters
Gianna Agro'subject
Bayesian Inference Exponential Power FunctionGibbs SamplerSettore SECS-S/01 - Statisticadescription
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.
year | journal | country | edition | language |
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2008-01-01 |