A conjugate prior distribution for Bayesian analysis of the Power-Law Process

被引：0
|
作者：
Do, V. C. [1 ]
Gouno, E. [1 ]
机构：
[1] Univ Bretagne Sud, Lab Math Bretagne Atlantique, Lorient, France
来源：
APPLIED MATHEMATICS IN ENGINEERING AND RELIABILITY | 2016年
关键词：
NONHOMOGENEOUS POISSON-PROCESS; INFERENCE;
D O I：
暂无
中图分类号：
TM [电工技术]; TN [电子技术、通信技术];
学科分类号：
0808 ; 0809 ;
摘要：
This paper focuses on the Bayesian analysis of the Power-Law Process. We investigate the possibility of a natural conjugate prior. Relying on the work of Huang and Bier (1998), we introduce and study the H-B distribution. This distribution is a natural conjugate prior since the posterior distribution is a HB-distribution. We describe a strategy to draw out the prior distribution parameters. Results on simulated and real data are displayed.
引用
收藏
页码：3 / 8
页数：6
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