Objective bayesian analysis of the Yule–Simon distribution with applications
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2018-03-01
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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.
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Leisen, F, L Rossini and C Villa (2018). Objective bayesian analysis of the Yule–Simon distribution with applications. Computational Statistics, 33(1). pp. 99–126. 10.1007/s00180-017-0735-1 Retrieved from https://hdl.handle.net/10161/33561.
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Cristiano Villa
Prof. Cristiano Villa main research area is in Bayesian statistics, with particular interest in objective methods. His output has been published in several peer-reviewed journals and presented at international conferences, such as the ISBA International Conference, the O-Bayes conference, and the ERCIM conference. In addition to his research, Prof. Villa is deeply committed to teaching and enjoys interacting with students. His teaching interests include probability, statistics, linear modelling, and risk management. Before joining Duke Kunshan University (DKU), Prof. Villa was a member of the Newcastle University (UK) and the University of Kent (UK). Prior to joining academia in 2014, he worked as an auditor and as an advisor for KPMG in several countries, including, Italy, UK, New Zealand, and Singapore. He holds an M.Sc. and a Ph.D. from the University of Kent, UK.
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