Author: Wan, Wai-Yin; Chan, Jennifer So-Kuen
Title: Bayesian analysis of robust Poisson geometric process model using heavy-tailed distributions Cord-id: hoa39sx2 Document date: 2011_1_1
ID: hoa39sx2
Snippet: We propose a robust Poisson geometric process model with heavy-tailed distributions to cope with the problem of outliers as it may lead to an overestimation of mean and variance resulting in inaccurate interpretations of the situations. Two heavy-tailed distributions namely Student’s [Formula: see text] and exponential power distributions with different tailednesses and kurtoses are used and they are represented in scale mixture of normal and scale mixture of uniform respectively. The proposed
Document: We propose a robust Poisson geometric process model with heavy-tailed distributions to cope with the problem of outliers as it may lead to an overestimation of mean and variance resulting in inaccurate interpretations of the situations. Two heavy-tailed distributions namely Student’s [Formula: see text] and exponential power distributions with different tailednesses and kurtoses are used and they are represented in scale mixture of normal and scale mixture of uniform respectively. The proposed model is capable of describing the trend and meanwhile the mixing parameters in the scale mixture representations can detect the outlying observations. Simulations and real data analysis are performed to investigate the properties of the models.
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