On the Independence of Jeffreys’ Prior for Truncated-Exponential Skew-Symmetric Models
الموضوعات : مجله بین المللی ریاضیات صنعتی
S. Mirzadeh
1
,
A. Iranmanesh
2
,
E. Ormoz
3
1 - Department of Mathematics and Statistics, Mashhad Branch,
Islamic Azad University, Mashhad, Iran.
2 - Department of Mathematics and Statistics, Mashhad Branch,
Islamic Azad University, Mashhad, Iran.
3 - Department of Mathematics and Statistics, Mashhad Branch,
Islamic Azad University, Mashhad, Iran.
الکلمات المفتاحية: Bayesian estimator, Posterior existence, Truncated exponential skew-logistic distributions, Simulation, Truncated-exponential skew-symmetric distributions, Jeffreys’ prior,
ملخص المقالة :
We study the independent Jeffreys' prior of the unknown location, scale and skewness parameters of truncated-exponential skew-symmetric distributions(TESSD). We show that this prior is symmetric and improper but it yields a proper posterior distribution for some densities. A simulation study using Monte Carlo methods is presented to compare the efficiency of Bayesian estimators in TESSD with Azzalinis' skew models under square error loss and Linex loss functions.
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