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Objective Bayesian Analysis of the Yule-Simon Distribution with Applications

Leisen, Fabrizio, Rossini, Luca, Villa, Cristiano (2018) Objective Bayesian Analysis of the Yule-Simon Distribution with Applications. Computational Statistics, 33 . pp. 99-126. ISSN 0943-4062. E-ISSN 1613-9658. (doi:10.1007/s00180-017-0735-1)

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The Yule-Simon distribution is usually employed in the analysis of frequency data. As the Bayesian literature, so far, has ignored this distribution, here we show the derivation of two objective priors for the parameter of the Yule--Simon distribution. In particular, we discuss the Jeffreys prior and a loss-based prior, which has recently appeared in the literature. We illustrate the performance of the derived priors through a simulation study and the analysis of real datasets.

Item Type: Article
DOI/Identification number: 10.1007/s00180-017-0735-1
Uncontrolled keywords: KullbackÔÇôLeibler, divergence, Loss-based prior, Objective bayes, Social network daily returns, Text analysis
Divisions: Faculties > Sciences > School of Mathematics Statistics and Actuarial Science > Statistics
Depositing User: Fabrizio Leisen
Date Deposited: 13 May 2017 17:07 UTC
Last Modified: 01 Aug 2019 10:41 UTC
Resource URI: (The current URI for this page, for reference purposes)
Leisen, Fabrizio:
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