Bayesian Reference Analysis for the Generalized Gamma Distribution

被引:5
|
作者
Ramos, Pedro Luiz [1 ]
Louzada, Francisco [1 ]
机构
[1] Univ Sao Paulo, Inst Math Sci & Comp, BR-13566590 Sao Carlos, SP, Brazil
基金
巴西圣保罗研究基金会;
关键词
Bayesian inference; generalized Gamma distribution; objective prior; reference prior; FADING CHANNELS; PARAMETER; MODEL;
D O I
10.1109/LCOMM.2018.2848232
中图分类号
TN [电子技术、通信技术];
学科分类号
0809 ;
摘要
In this letter, we present a Bayesian reference analysis for the generalized gamma distribution by using a reference prior, which has important properties such as one-to-one invariance under reparametrization, consistent marginalization, consistent sampling, and leads to a proper posterior density. A simulation study is performed in order to verify the efficiency of our proposed methodology.
引用
收藏
页码:1950 / 1953
页数:4
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