The Bayesian Posterior and Marginal Densities of the Hierarchical Gamma–Gamma, Gamma–Inverse Gamma, Inverse Gamma–Gamma, and Inverse Gamma–Inverse Gamma Models with Conjugate Priors

The Bayesian Posterior and Marginal Densities of the Hierarchical Gamma–Gamma, Gamma–Inverse Gamma, Inverse Gamma–Gamma, and Inverse Gamma–Inverse Gamma Models with Conjugate Priors

Positive, continuous, and right-skewed data are fit by a mixture of gamma and inverse gamma distributions. For 16 hierarchical models of gamma and inverse gamma distributions, there are only 8 of them that have conjugate priors. We first discuss some common typical problems for the eight hierarchica...

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Bibliographic Details
Main Authors: Li Zhang, Ying-Ying Zhang
Format: Article
Language:English
Published: MDPI AG 2022-10-01
Series:Mathematics
Subjects:
conjugate prior
gamma and inverse gamma distribution
hierarchical model and mixture distribution
marginal density
posterior density
Online Access:https://www.mdpi.com/2227-7390/10/21/4005

Internet

https://www.mdpi.com/2227-7390/10/21/4005

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