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Inference for grouped data with a truncated skew-Laplace distribution

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  • Rubio, F.J.
  • Steel, M.F.J.

Abstract

The skew-Laplace distribution has been used for modelling particle size with point observations. In reality, the observations are truncated and grouped (rounded). This must be formally taken into account for accurate modelling, and it is shown how this leads to convenient closed-form expressions for the likelihood in this model. In a Bayesian framework, "noninformative" benchmark priors, which only require the choice of a single scalar prior hyperparameter, are specified. Conditions for the existence of the posterior distribution are derived when rounding and various forms of truncation are considered. The main application focus is on modelling microbiological data obtained with flow cytometry. However, the model is also applied to data often used to illustrate other skewed distributions, and it is shown that our modelling compares favourably with the popular skew-Student models. Further examples with simulated data illustrate the wide applicability of the model.

Suggested Citation

  • Rubio, F.J. & Steel, M.F.J., 2011. "Inference for grouped data with a truncated skew-Laplace distribution," Computational Statistics & Data Analysis, Elsevier, vol. 55(12), pages 3218-3231, December.
    • Handle: RePEc:eee:csdana:v:55:y:2011:i:12:p:3218-3231
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    References listed on IDEAS

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    Cited by:

    1. Tu, Shiyi & Wang, Min & Sun, Xiaoqian, 2016. "Bayesian analysis of two-piece location–scale models under reference priors with partial information," Computational Statistics & Data Analysis, Elsevier, vol. 96(C), pages 133-144.
    2. Xun Xiao & Amitava Mukherjee & Min Xie, 2016. "Estimation procedures for grouped data – a comparative study," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(11), pages 2110-2130, August.
    3. Fabrizio Leisen & Luca Rossini & Cristiano Villa, 2020. "Loss-based approach to two-piece location-scale distributions with applications to dependent data," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 29(2), pages 309-333, June.

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