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Gómez Villegas, Miguel A. and Gómez Sánchez-Manzano, Eusebio and Marín Diazaraque, Juan Miguel
(2008)
*Multivariate exponential power distributions
as mixtures of normal distributions with
Bayesian applications.*
Communications in statistics. Theory and methods, 37
(6).
pp. 972-985.
ISSN 0361-0926

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Official URL: http://www.informaworld.com/smpp/title~content=t713597238~db=all

## 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.

Item Type: | Article |
---|---|

Uncontrolled Keywords: | Elliptically contoured distribution, Elliptical distribution, Multivariate exponential power distribution, Scale mixture of normal distributions, Stable distribution, Hierarchical Bayesian model, Montecarlo methods |

Subjects: | Sciences > Mathematics > Mathematical statistics |

ID Code: | 11147 |

Deposited On: | 10 Sep 2010 08:38 |

Last Modified: | 04 Mar 2016 15:25 |

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