A matching prior for the shape parameter of the exponential power distribution

Authors

Min Wang, Michigan Technological University
Tao Lu, University at Albany

Document Type

Article

Publication Date

2-1-2015

Abstract

© 2014 Elsevier B.V. We derive a class of matching priors for the shape parameter of the exponential power distribution, which controls the thickness of the density tails. It is shown that a second-order matching prior does not exist in the subclass of the considered priors.

Publication Title

Statistics and Probability Letters

Recommended Citation

Wang, M., & Lu, T. (2015). A matching prior for the shape parameter of the exponential power distribution. Statistics and Probability Letters, 97, 150-154. http://doi.org/10.1016/j.spl.2014.11.016
Retrieved from: https://digitalcommons.mtu.edu/michigantech-p/7116