Finite mixture of gamma distributions: a conjugate prior

DOI10.1016/j.csda.2006.06.005zbMath1162.62323OpenAlexW2070141891MaRDI QIDQ1020097

Jamal A. Al-Saleh, Satish K. Agarwal

Publication date: 29 May 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2006.06.005

zbMATH Keywords

Bayesian analysismaximum likelihood estimationMarkov chain Monte Carlogeneralized hypergeometric functionconjugate priorGibbs samplinghierarchical modelsKobayashi's gamma-type functionmixture gamma distributions

Mathematics Subject Classification ID

Bayesian inference (62F15) Exact distribution theory in statistics (62E15) Numerical analysis or methods applied to Markov chains (65C40) Applications of hypergeometric functions (33C90)

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