On a multivariate log-gamma distribution and the use of the distribution in the Bayesian analysis

Demirhan, HAYDAR; Hamurkaroglu, Canan

doi:10.1016/j.jspi.2010.09.015

On a multivariate log-gamma distribution and the use of the distribution in the Bayesian analysis

Atıf İçin Kopyala

Demirhan H., Hamurkaroglu C.

JOURNAL OF STATISTICAL PLANNING AND INFERENCE, cilt.141, sa.3, ss.1141-1152, 2011 (SCI-Expanded)

Yayın Türü: Makale / Tam Makale
Cilt numarası: 141 Sayı: 3
Basım Tarihi: 2011
Doi Numarası: 10.1016/j.jspi.2010.09.015
Dergi Adı: JOURNAL OF STATISTICAL PLANNING AND INFERENCE
Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
Sayfa Sayıları: ss.1141-1152
Hacettepe Üniversitesi Adresli: Evet

Özet

In this article, we propose a new generalized multivariate log-gamma distribution. We consider the usage of the proposed multivariate distribution as the prior distribution in the Bayesian analysis. The generalized multivariate log-gamma distribution allows for the inclusion of prior knowledge on correlations between model parameters when likelihood is not in the form of a normal distribution. Use of the proposed distribution in the Bayesian analysis of log-linear models is also discussed. (C) 2010 Elsevier B.V. All rights reserved.