Objective bayesian analysis of the Yule–Simon distribution with applications

Fabrizio Leisen (), Luca Rossini and Cristiano Villa
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Fabrizio Leisen: University of Kent
Cristiano Villa: University of Kent

Computational Statistics, 2018, vol. 33, issue 1, No 4, 99-126

Abstract: Abstract The Yule–Simon distribution is usually employed in the analysis of frequency data. As the Bayesian literature, so far, has ignored this distribution, here we show the derivation of two objective priors for the parameter of the Yule–Simon distribution. In particular, we discuss the Jeffreys prior and a loss-based prior, which has recently appeared in the literature. We illustrate the performance of the derived priors through a simulation study and the analysis of real datasets.

Keywords: Kullback–Leibler divergence; Loss-based prior; Objective bayes; Social network daily returns; Text analysis (search for similar items in EconPapers)
Date: 2018
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DOI: 10.1007/s00180-017-0735-1

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