Objective Bayesian analysis of the Yule-Simon distribution with applications

DOI10.1007/S00180-017-0735-1MaRDI QIDQ1695507zbMATH OpenOpenAlexFDO

Authors Fabrizio Leisen, Luca Rossini, Cristiano Villa

Publication date 7 February 2018

Published in Computational Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1604.05661

zbMATH Keywords

Kullback-Leibler divergencetext analysisobjective Bayesloss-based priorsocial network daily returns

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15)

Abstract: The Yule-Simon distribution is usually employed in the analysis of frequency data. As the Bayesian literature, so far, ignored this distribution, here we show the derivation of two objective priors for the parameter of the Yule-Simon distribution. In particular, we discuss the Jeffreys prior and a loss-based prior, which has recently appeared in the literature. We illustrate the performance of the derived priors through a simulation study and the analysis of real datasets.

Recommendations

• Objective Bayesian analysis for the Lomax distribution
• A fixed-point algorithm to estimate the Yule-Simon distribution parameter
• Objective Bayesian analysis for \(\log\)-logistic distribution
• Objective Bayesian estimation for the number of species
• Prior distributions for objective Bayesian analysis

Cites work

• scientific article; zbMATH DE number 3189754 (Why is no real title available?)
• A fixed-point algorithm to estimate the Yule-Simon distribution parameter
• A new cure rate model based on the Yule-Simon distribution with application to a melanoma data set
• A note on the posterior inference for the Yule–Simon distribution
• An objective approach to prior mass functions for discrete parameter spaces
• Limiting Behavior of Posterior Distributions when the Model is Incorrect
• ON A CLASS OF SKEW DISTRIBUTION FUNCTIONS
• Table of integrals, series, and products. Translated from the Russian. Translation edited and with a preface by Alan Jeffrey and Daniel Zwillinger. With one CD-ROM (Windows, Macintosh and UNIX)
• The case for objective Bayesian analysis
• Universal features of surname distribution in a subsample of a growing population
• Universal prediction

Cited in

(4)

• Objective Bayesian analysis for the Lomax distribution
• A note on the posterior inference for the Yule–Simon distribution
• A fixed-point algorithm to estimate the Yule-Simon distribution parameter
• Joint detection and estimation of the Yule-Furry processes

Describes a project that uses

Uses Software

• CODA

This page was built for publication: Objective Bayesian analysis of the Yule-Simon distribution with applications

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1695507)