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Estimation of a Gamma Shape Mixture Model

By Sergio Venturini and Lazyload Yes

Abstract

Description This package implements a Bayesian approach for estimation of a mixture of gamma distributions in which the mixing occurs over the shape parameter. This family provides a flexible and novel approach for modeling heavy-tailed distributions, it is computationally efficient, and it only requires to specify a prior distribution for a single parameter

Topics: allcurves.q
Year: 2010
OAI identifier: oai:CiteSeerX.psu:10.1.1.216.349
Provided by: CiteSeerX
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