- Volume 3 Issue 3
By using Tukey's generalized lambda distribution, appoximate posterior density is derived under the Bayes-empirical Bayes model. The sensitivity of posterior distribution to the hyperprior distribution is examined by using Tukey's generalized lambda distriburion which approximate many well-knmown distributions. Based upon Monte Varlo simulation studies it can be said that posterior distribution is sensitive to the cariance of the prior distribution and to the symmetry of the hyperprior distribution. Also posterior distribution is approximately obtained by using the following methods : Lindley method, Laplace method and Gibbs sampler method.
- Journal of Statistical Planning and Inference v.25 Robust Bayesian Analysis: sensitivity to the prior Berger, J.O.
- Journal of the Royal Statistical Society B v.36 Spatial Interaction and the Statistical Analysis of Lattice Systems Besag
- Journal of the American Statistical Association v.76 Bayes empirical Bayes Deely, J.J.;Lindley, D.V.
- Journal of the American Statistical Association v.85 no.410 Sampling-Based Approaches to Calculating Marginal Densities Gelfand, A. E.;Smith, A. F. M.
- Communication in Statistics - Theory and Methods v.20 Gibbs Sampling for Marginal Posterior Expectations Gelfand, A. E.;Smith, A. F. M.
- Journal of the American Statistical Association v.85 no.412 Illustation of Bayesian Inference in Normal Data Models Using Gibbs Sampling Gelfand, A. E.;Hills, S. E.;Racine-Poon, A.;Smith, A. F. M.
- Journal of the American Statistical Association v.87 no.418 Bayesian Analysis of Constrained Parameter and Truncated Data Problems Using Gibbs Sampling Gelfand, A. E.;Smith, A. F. M.;Lee, T.
- IEEE Transactions on Pattern Analysis and Machine Intelligence v.Pami-6 no.6 Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images Geman, S.;German, D.
- Approximate Bayesian Methods Bayesian Statistics Lindley, D.V.;Bernado, J.M.(ed.);DeGroot, M.H.(ed.);Lindley, D.V.(ed.);Smith, A.F.M.(ed.)
- Technometircs v.21 A Probability Distribution and Its Uses in fitting Data Ramberg, J. S.;Dudewicz, E. J.;Tadikamalla, P. R.;Mykytka, E.F.
- Journal of Statistical Planning and Inference v.35 Robust Bayesian Diagnostics Sivaganesan, S.
- Journal of the American Statistical Association v.81 Accurate Approximations for Posterior Moments and Marginal Densities Tierney L.;Kadane, J.B.
- Technical Report 36 The Practical Relationship between the Common Transformation of Percentages of Counts and of Amounts Tukey, J.W.