Title of article
On the Independence of Jeffreys’ Prior for Truncated-Exponential Skew-Symmetric Models
Author/Authors
Mirzadeh, S. Department of Mathematics and Statistics - Islamic Azad University Mashhad Branch, Mashhad , Iranmanesh, A. Department of Mathematics and Statistics - Islamic Azad University Mashhad Branch, Mashhad , Ormoz, E. Department of Mathematics and Statistics - Islamic Azad University Mashhad Branch, Mashhad
Pages
13
From page
91
To page
103
Abstract
We study the independent Jeffreys' prior of the unknown location, scale and skewness parameters of truncated-exponential skew-symmetric distributions(TESSD). We show that this prior is symmetric and improper but it yields a proper posterior distribution for some densities. A simulation study using Monte Carlo methods is presented to compare the efficiency of Bayesian estimators in TESSD with Azzalinis' skew models under square error loss and Linex loss functions.
Keywords
Bayesian estimator , Jeffreys’ prior , Posterior existence , Simulation , Truncated-exponential skew-symmetric distributions , Truncated exponential skew-logistic distributions
Journal title
International Journal of Industrial Mathematics(IJIM)
Serial Year
2022
Record number
2702507
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