Bayesian Inference for the Exponential Power Function Parameters
- Authors: Agrò, G
- Publication year: 2008
- Type: Articolo in rivista (Articolo in rivista)
- Key words: Bayesian Inference, Exponential Power Function,Gibbs Sampler
- OA Link: http://hdl.handle.net/10447/44265
Abstract
This paper addresses the problem of obtaining the marginal posterior distributions, via Gibbs Sampler, for the parameters of the well-known generalized error distribution called Exponential Power Function (E.P.F.). This density represents a family of unimodal symmetric distributions with shapes varying from leptokurtic to platikurtic.