Bayesian estimation in Kibble's bivariate gamma distribution
نویسندگان
چکیده
منابع مشابه
Bayesian estimation in Kibble's bivariate gamma distribution
The authors describe Bayesian estimation for the parameters of the bivariate gamma distribution due to Kibble (1941). The density of this distribution can be written as a mixture, which allows for a sim ple data augmentation scheme. The authors propose a Markov chain Monte Carlo algorithm to facilitate estimation. They show that the resulting chain is geometrically ergodic, and thus a regenerat...
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ژورنال
عنوان ژورنال: Canadian Journal of Statistics
سال: 2005
ISSN: 0319-5724,1708-945X
DOI: 10.1002/cjs.5550330408