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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) (KAR id:58275)


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: Divisions > Division of Computing, Engineering and Mathematical Sciences > School of Mathematics, Statistics and Actuarial Science
Depositing User: Fabrizio Leisen
Date Deposited: 30 Oct 2016 19:25 UTC
Last Modified: 09 Dec 2022 06:09 UTC
Resource URI: (The current URI for this page, for reference purposes)

University of Kent Author Information

Leisen, Fabrizio.

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Villa, Cristiano.

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