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