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On the posterior distribution of a location parameter from a strongly unimodal distribution

✍ Scribed by Chunsheng Ma

Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
76 KB
Volume
42
Category
Article
ISSN
0167-7152

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✦ Synopsis

For a single observation X = x from a distribution having unknown location parameter , we investigate the behaviour of the posterior distribution as x varies, when the likelihood or the prior distribution is strongly unimodal. Extensions and generalizations of several results in the literature are obtained.

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The number of references at the end of scientific research papers form a strongly unimodal frequency distribution. It is shown that the generalized inverse Gaussian-Poisson distribution fits such unimodal data extremely well.