The Bayesian Posterior and Marginal Densities of the Hierarchical Gamma–Gamma, Gamma–Inverse Gamma, Inverse Gamma–Gamma, and Inverse Gamma–Inverse Gamma Models with Conjugate Priors

Positive, continuous, and right-skewed data are fit by a mixture of gamma and inverse gamma distributions. For 16 hierarchical models of gamma and inverse gamma distributions, there are only 8 of them that have conjugate priors. We first discuss some common typical problems for the eight hierarchica...

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Bibliographic Details

Published in:	Mathematics
Main Authors:	Li Zhang, Ying-Ying Zhang
Format:	Article
Language:	English
Published:	MDPI AG 2022-10-01
Subjects:	conjugate prior gamma and inverse gamma distribution hierarchical model and mixture distribution marginal density posterior density
Online Access:	https://www.mdpi.com/2227-7390/10/21/4005