Publication: Multivariate exponential power distributions
as mixtures of normal distributions with
Bayesian applications
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Publication Date
2008
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Marcel Dekker
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Abstract
It is shown that a multivariate exponential power distribution is a scale mixture of normal distributions, with respect to a probability distribution function, when its kurtosis parameter belongs to the interval (0,1]. The corresponding mixing probability distribution function is presented. This result is used to design a Bayesian hierarchical model and an algorithm to generate samples of the posterior distribution; these are applied to a problem of Quantitative Genetics.