On Robust Analysis of a Normal Location Parameter
Pericchi and Smith considered a normal location parameter problem with double‐exponential and Student t prior distributions. These two prior distributions both belong to the class of scale mixtures of normal distributions and are useful in providing a robust analysis of the normal location parameter...
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Published in | Journal of the Royal Statistical Society. Series B, Statistical methodology Vol. 59; no. 2; pp. 463 - 474 |
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Main Authors | , |
Format | Journal Article |
Language | English |
Published |
Oxford, UK and Boston, USA
Blackwell Publishers Ltd
1997
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Subjects | |
Online Access | Get full text |
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Summary: | Pericchi and Smith considered a normal location parameter problem with double‐exponential and Student t prior distributions. These two prior distributions both belong to the class of scale mixtures of normal distributions and are useful in providing a robust analysis of the normal location parameter problem. In this paper we extend the analysis to other scale mixtures of normal distributions, such as the exponential power and the symmetric stable distributions. |
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Bibliography: | istex:F9919FB0AC49B881B992218430E4973071076CF2 ark:/67375/WNG-0S2ZJ5ZQ-C ArticleID:RSSB079 ObjectType-Article-2 SourceType-Scholarly Journals-1 ObjectType-Feature-1 content type line 23 |
ISSN: | 1369-7412 1467-9868 |
DOI: | 10.1111/1467-9868.00079 |