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

Min Wang; Tao Lu

doi:10.1016/j.spl.2014.11.016

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

Min Wang, Tao Lu

Mathematics and Statistics

Research output: Contribution to journal › Article

Abstract

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.

Original language	English
Pages (from-to)	150-154
Number of pages	5
Journal	Statistics and Probability Letters
Volume	97
DOIs	https://doi.org/10.1016/j.spl.2014.11.016
State	Published - Feb 1 2015

Keywords

Exponential power distribution
First-order
Quantiles
Reference prior
Regression models
Second-order

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10.1016/j.spl.2014.11.016

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

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