Skip to main content

A note on the posterior inference for the Yule-Simon distribution

Leisen, Fabrizio, Villa, Cristiano, Rossini, Luca (2017) A note on the posterior inference for the Yule-Simon distribution. Journal of Statistical Computation and Simulation, 87 . pp. 1179-1188. ISSN 0094-9655. (doi:10.1080/00949655.2016.1255741)

PDF - Author's Accepted Manuscript
Download (670kB) Preview
Official URL


The Yule–Simon distribution has been out of the radar of the Bayesian community, so far. In this note, we propose an explicit Gibbs sampling scheme when a Gamma prior is chosen for the shape parameter. The performance of the algorithm is illustrated with simulation studies, including count data regression, and a real data application to text analysis. We compare our proposal to the frequentist counterparts showing better performance of our algorithm when a small sample size is considered.

Item Type: Article
DOI/Identification number: 10.1080/00949655.2016.1255741
Subjects: H Social Sciences > HA Statistics
Divisions: Faculties > Sciences > School of Mathematics Statistics and Actuarial Science > Statistics
Depositing User: Fabrizio Leisen
Date Deposited: 30 Oct 2016 19:25 UTC
Last Modified: 01 Aug 2019 10:41 UTC
Resource URI: (The current URI for this page, for reference purposes)
Leisen, Fabrizio:
  • Depositors only (login required):


Downloads per month over past year