Multivariate exponential power distributions as mixtures of normal distributions with Bayesian applications
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2008
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Marcel Dekker
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Gómez Sánchez-Manzano, E., Gómez Villegas, M. Á., Marín Diazaraque, J. M. «Multivariate Exponential Power Distributions as Mixtures of Normal Distributions with Bayesian Applications». Communications in Statistics - Theory and Methods, vol. 37, n.o 6, febrero de 2008, pp. 972-85. DOI.org (Crossref), https://doi.org/10.1080/03610920701762754.
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.