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A matching prior for the shape parameter of the exponential power distribution

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  • Wang, Min
  • Lu, Tao

Abstract

We derive a class of matching priors for the shape parameter of the exponential power distribution, which controls the thickness of the density tails. It is shown that a second-order matching prior does not exist in the subclass of the considered priors.

Suggested Citation

  • Wang, Min & Lu, Tao, 2015. "A matching prior for the shape parameter of the exponential power distribution," Statistics & Probability Letters, Elsevier, vol. 97(C), pages 150-154.
    • Handle: RePEc:eee:stapro:v:97:y:2015:i:c:p:150-154
    DOI: 10.1016/j.spl.2014.11.016
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    References listed on IDEAS

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    1. Jorge Alberto Achcar & Gilberto De AraUJo Pereira, 1999. "Use of exponential power distributions for mixture models in the presence of covariates," Journal of Applied Statistics, Taylor & Francis Journals, vol. 26(6), pages 669-679.
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