On Posterior Properties of the Two Parameter Gamma Family of Distributions
Main Author: | |
---|---|
Publication Date: | 2021 |
Other Authors: | , , |
Format: | Article |
Language: | eng |
Source: | Anais da Academia Brasileira de Ciências (Online) |
Download full: | http://old.scielo.br/scielo.php?script=sci_arttext&pid=S0001-37652021000600304 |
Summary: | 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. |
id |
ABC-1_33f0e2035f91e0ee878b15fdbc4a4e62 |
---|---|
oai_identifier_str |
oai:scielo:S0001-37652021000600304 |
network_acronym_str |
ABC-1 |
network_name_str |
Anais da Academia Brasileira de Ciências (Online) |
repository_id_str |
|
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 |
_version_ |
1754302870521380864 |