
arXiv: 1211.2299
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.
prior distribution, Bayesian inference, Probability (math.PR), FOS: Mathematics, Exact distribution theory in statistics, posterior expectation, variance function, Mathematics - Probability
prior distribution, Bayesian inference, Probability (math.PR), FOS: Mathematics, Exact distribution theory in statistics, posterior expectation, variance function, Mathematics - Probability
| 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). | 1 | |
| 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. | Average | |
| influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically). | Average | |
| impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network. | Average |
