Bayesian inference in quantile functions

N. Unnikrishnan Nair, P. G. Sankaran and M. Dileepkumar

Communications in Statistics - Theory and Methods, 2022, vol. 51, issue 14, 4877-4889

Abstract: The role of quantile functions in modeling various forms of statistical data is well established. Generally classical procedures like method of moments, L-moments, percentiles etc are employed in estimating the parameters of the model. In the present work an attempt is made to infer parameters in the Bayesian framework with special emphasis to distributions in which the quantile functions do not posses tractable distribution functions. The procedure is illustrated for some distributions and real life data.

Date: 2022
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DOI: 10.1080/03610926.2020.1827430

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