On Posterior Properties of the Two Parameter Gamma Family of Distributions

Detalhes bibliográficos
Autor(a) principal: RAMOS,PEDRO L.
Data de Publicação: 2021
Outros Autores: DEY,DIPAK K., LOUZADA,FRANCISCO, RAMOS,EDUARDO
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Anais da Academia Brasileira de Ciências (Online)
Texto Completo: http://old.scielo.br/scielo.php?script=sci_arttext&pid=S0001-37652021000600304
Resumo: Abstract The gamma distribution has been extensively used in many areas of applications. In this paper, considering a Bayesian analysis we provide necessary and sufficient conditions to check whether or not improper priors lead to proper posterior distributions. Further, we also discuss sufficient conditions to verify if the obtained posterior moments are finite. An interesting aspect of our findings are that one can check if the posterior is proper or improper and also if its posterior moments are finite by looking directly in the behavior of the proposed improper prior. To illustrate our proposed methodology these results are applied in different objective priors.
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spelling On Posterior Properties of the Two Parameter Gamma Family of DistributionsGamma distributionimproper priorobjective priorposterior propertyAbstract The gamma distribution has been extensively used in many areas of applications. In this paper, considering a Bayesian analysis we provide necessary and sufficient conditions to check whether or not improper priors lead to proper posterior distributions. Further, we also discuss sufficient conditions to verify if the obtained posterior moments are finite. An interesting aspect of our findings are that one can check if the posterior is proper or improper and also if its posterior moments are finite by looking directly in the behavior of the proposed improper prior. To illustrate our proposed methodology these results are applied in different objective priors.Academia Brasileira de Ciências2021-01-01info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersiontext/htmlhttp://old.scielo.br/scielo.php?script=sci_arttext&pid=S0001-37652021000600304Anais da Academia Brasileira de Ciências v.93 suppl.3 2021reponame:Anais da Academia Brasileira de Ciências (Online)instname:Academia Brasileira de Ciências (ABC)instacron:ABC10.1590/0001-3765202120190826info:eu-repo/semantics/openAccessRAMOS,PEDRO L.DEY,DIPAK K.LOUZADA,FRANCISCORAMOS,EDUARDOeng2021-11-29T00:00:00Zoai:scielo:S0001-37652021000600304Revistahttp://www.scielo.br/aabchttps://old.scielo.br/oai/scielo-oai.php||aabc@abc.org.br1678-26900001-3765opendoar:2021-11-29T00:00Anais da Academia Brasileira de Ciências (Online) - Academia Brasileira de Ciências (ABC)false
dc.title.none.fl_str_mv On Posterior Properties of the Two Parameter Gamma Family of Distributions
title On Posterior Properties of the Two Parameter Gamma Family of Distributions
spellingShingle On Posterior Properties of the Two Parameter Gamma Family of Distributions
RAMOS,PEDRO L.
Gamma distribution
improper prior
objective prior
posterior property
title_short On Posterior Properties of the Two Parameter Gamma Family of Distributions
title_full On Posterior Properties of the Two Parameter Gamma Family of Distributions
title_fullStr On Posterior Properties of the Two Parameter Gamma Family of Distributions
title_full_unstemmed On Posterior Properties of the Two Parameter Gamma Family of Distributions
title_sort On Posterior Properties of the Two Parameter Gamma Family of Distributions
author RAMOS,PEDRO L.
author_facet RAMOS,PEDRO L.
DEY,DIPAK K.
LOUZADA,FRANCISCO
RAMOS,EDUARDO
author_role author
author2 DEY,DIPAK K.
LOUZADA,FRANCISCO
RAMOS,EDUARDO
author2_role author
author
author
dc.contributor.author.fl_str_mv RAMOS,PEDRO L.
DEY,DIPAK K.
LOUZADA,FRANCISCO
RAMOS,EDUARDO
dc.subject.por.fl_str_mv Gamma distribution
improper prior
objective prior
posterior property
topic Gamma distribution
improper prior
objective prior
posterior property
description Abstract The gamma distribution has been extensively used in many areas of applications. In this paper, considering a Bayesian analysis we provide necessary and sufficient conditions to check whether or not improper priors lead to proper posterior distributions. Further, we also discuss sufficient conditions to verify if the obtained posterior moments are finite. An interesting aspect of our findings are that one can check if the posterior is proper or improper and also if its posterior moments are finite by looking directly in the behavior of the proposed improper prior. To illustrate our proposed methodology these results are applied in different objective priors.
publishDate 2021
dc.date.none.fl_str_mv 2021-01-01
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://old.scielo.br/scielo.php?script=sci_arttext&pid=S0001-37652021000600304
url http://old.scielo.br/scielo.php?script=sci_arttext&pid=S0001-37652021000600304
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv 10.1590/0001-3765202120190826
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv text/html
dc.publisher.none.fl_str_mv Academia Brasileira de Ciências
publisher.none.fl_str_mv Academia Brasileira de Ciências
dc.source.none.fl_str_mv Anais da Academia Brasileira de Ciências v.93 suppl.3 2021
reponame:Anais da Academia Brasileira de Ciências (Online)
instname:Academia Brasileira de Ciências (ABC)
instacron:ABC
instname_str Academia Brasileira de Ciências (ABC)
instacron_str ABC
institution ABC
reponame_str Anais da Academia Brasileira de Ciências (Online)
collection Anais da Academia Brasileira de Ciências (Online)
repository.name.fl_str_mv Anais da Academia Brasileira de Ciências (Online) - Academia Brasileira de Ciências (ABC)
repository.mail.fl_str_mv ||aabc@abc.org.br
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