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Título:
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Multivariate exponential power distributionsas mixtures of normal distributions withBayesian applications
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Autores:
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Gómez Villegas, Miguel A. ;
Gómez Sánchez-Manzano, Eusebio ;
Marín Diazaraque, Juan Miguel
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Tipo de documento:
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texto impreso
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Editorial:
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Marcel Dekker, 2008
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Dimensiones:
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application/pdf
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Nota general:
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info:eu-repo/semantics/openAccess
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Idiomas:
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Palabras clave:
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Estado = Publicado
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Materia = Ciencias: Matemáticas: Estadística matemática
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Tipo = Artículo
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Resumen:
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It is shown that a multivariate exponential power distribution is a scale mixture of normal distributions, with respect to a probability distribution function, when its kurtosis parameter belongs to the interval (0,1]. The corresponding mixing probability distribution function is presented. This result is used to design a Bayesian hierarchical model and an algorithm to generate samples of the posterior distribution; these are applied to a problem of Quantitative Genetics.
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En línea:
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https://eprints.ucm.es/id/eprint/11147/1/2008mult2.pdf
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