Bayesian estimation and prediction for certain mixtures

Aziz LMoudden; Éric Marchand

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arXiv · 2005.02879

Bayesian estimation and prediction for certain mixtures

Aziz LMoudden·Éric Marchand

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Abstract

For two vast families of mixture distributions and a given prior, we provide unified representations of posterior and predictive distributions. Model applications presented include bivariate mixtures of Gamma distributions labelled as Kibble-type, non-central Chi-square and F distributions, the distribution of $R^2$ in multiple regression, variance mixture of normal distributions, and mixtures of location-scale exponential distributions including the multivariate Lomax distribution. An emphasis is also placed on analytical representations and the relationships with a host of existing distributions and several hypergeomtric functions of one or two variables.

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Aziz LMoudden, Éric Marchand. 2020-05-06. Bayesian estimation and prediction for certain mixtures. https://arxiv.org/abs/2005.02879

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