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...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2022-10-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/10/21/4005 |