Bayesian robustness under a skew-normal class of prior distribution
نویسندگان
چکیده
منابع مشابه
A Flexible Class of Skew Logistic Distribution
‎Here we consider a new class of skew logistic distribution as a generalized mixture of the standard logistic and skew logistic distributions‎, ‎and study some of its important aspects‎. ‎The tail behaviour of the distribution is compared with that of the skew logistic distribution and a location-scale extension of the distribution is proposed‎. ‎Fu...
متن کاملA Two-parameter Balakrishnan Skew-normal Distribution
In this paper, we discuss a generalization of Balakrishnan skew-normal distribution with two parameters that contains the skew-normal, the Balakrishnan skew-normal and the two-parameter generalized skew-normal distributions as special cases. Furthermore, we establish some useful properties and two extensions of this distribution.
متن کاملA Flexible Skew-Generalized Normal Distribution
In this paper, we consider a flexible skew-generalized normal distribution. This distribution is denoted by $FSGN(/lambda _1, /lambda _2 /theta)$. It contains the normal, skew-normal (Azzalini, 1985), skew generalized normal (Arellano-Valle et al., 2004) and skew flexible-normal (Gomez et al., 2011) distributions as special cases. Some important properties of this distribution are establi...
متن کاملDefault Bayesian Analysis of the Skew-Normal Distribution
The Skew Normal (SN, hereafter) class of densities has posed several and interesting inferential problems. In particular, the maximum likelihood estimator of the shape parameter λ may take infinite values with positive sampling probability. To overcome these problems we propose an objective Bayesian approach, based on reference priors. We show that the reference prior for λ is proper when λ is ...
متن کاملBayesian inference on the scalar skew-normal distribution
In this paper we discuss a Bayesian analysis of the scalar skew-normal model. This model defines a class of distributions that extends the Gaussian model by including a shape parameter. Although the skew-normal model has nice properties, it presents some problems with the estimation of the shape parameter. To avoid these drawbacks, we explore through some examples the use of Severini’s integrat...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: International Journal of Approximate Reasoning
سال: 2014
ISSN: 0888-613X
DOI: 10.1016/j.ijar.2014.03.004