A matching prior for the shape parameter of the exponential power distribution

被引：1

作者：

Wang, Min ^{[1
]}

Lu, Tao ^{[2
]}

机构：

[1] Michigan Technol Univ, Dept Math Sci, Houghton, MI 49931 USA

[2] SUNY Albany, Dept Epidemiol & Biostat, Rensselaer, NY 12144 USA

来源：

STATISTICS & PROBABILITY LETTERS | 2015年 / 97卷

关键词：

Exponential power distribution; Reference prior; First-order; Second-order; Quantiles; Regression models; NONINFORMATIVE PRIORS; FREQUENTIST VALIDITY; INFERENCE;

D O I：

10.1016/j.spl.2014.11.016

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We derive a class of matching priors for the shape parameter of the exponential power distribution, which controls the thickness of the density tails. It is shown that a second-order matching prior does not exist in the subclass of the considered priors. (C) 2014 Elsevier B.V. All rights reserved.

引用

页码：150 / 154

页数：5

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