Bayesian Inference of Scale Parameters in Exponential Family Using Conditionally Specified Priors

DOI10.1081/STA-200047409MaRDI QIDQ4678813zbMATH OpenFDO

Authors Panagis G. Moschopoulos, Naijun Sha

Publication date 23 May 2005

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/STA-200047409

zbMATH Keywords

Bayesian analysisconjugate priorsexponential familyGibbs samplingnormal distributionreparameterizationWeibull distribution

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Parametric hypothesis testing (62F03) Point estimation (62F10) Bayesian inference (62F15)

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Cites work

• Bayesian analysis for classical distributions using conditionally specified priors
• Bivariate Distributions With Exponential Conditionals
• Conditional specification of statistical models.
• Conditionally specified distributions
• Sampling-Based Approaches to Calculating Marginal Densities
• The use of conditionally conjugate priors in the study of ratios of gamma scale parameters.

Cited in

(2)

• The use of conditionally conjugate priors in the study of ratios of gamma scale parameters.
• Empirical Bayes scaling of Gaussian priors in the white noise model

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