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.
Agrò, G. (2008). Bayesian Inference for the Exponential Power Function Parameters. ANNALI DELLA FACOLTÀ DI ECONOMIA. UNIVERSITÀ DI PALERMO, 2008.
Bayesian Inference for the Exponential Power Function Parameters
AGRO', Gianna
2008-01-01
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.
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