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Statistics & Probability Letters
Article . 2013 . Peer-reviewed
License: Elsevier TDM
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Article . 2013
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https://dx.doi.org/10.48550/ar...
Article . 2012
License: arXiv Non-Exclusive Distribution
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Bayesian approach to cubic natural exponential families

Authors: Hamza, Marwa; Hassairi, Abdelhamid;

Bayesian approach to cubic natural exponential families

Abstract

For a natural exponential family (NEF), one can associate in a natural way two standard families of conjugate priors, one on the natural parameter and the other on the mean parameter. These families of conjugate priors have been used to establish some remarkable properties and characterization results of the quadratic NEF's. In the present paper, we show that for a NEF, we can associate a class of NEF's, and for each one of these NEF's, we define a family of conjugate priors on the natural parameter and a family of conjugate priors on the mean parameter which are different of the standard ones. These families are then used to extend to the Letac-Mora class of real cubic natural exponential families the properties and characterization results related to the Bayesian theory established for the quadratic natural exponential families.

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Keywords

prior distribution, Bayesian inference, Probability (math.PR), FOS: Mathematics, Exact distribution theory in statistics, posterior expectation, variance function, Mathematics - Probability

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
1
Average
Average
Average
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bronze