Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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A Study on the Posterior Density under the Bayes-empirical Bayes Models

  • Sohn, Joong-K.Sohn (Department of Statistics, Kyungpook National University) ;
  • Kim, Heon-Joo-Kim (Department of Statistics, Kyungpook National University)
  • Published : 1996.12.01
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Abstract

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.

Keywords

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