On robust analysis of a normal location parameter

• 成果类型: Article
• 署名作者: Choy, STB; Smith, AFM
• 署名单位: Imperial College London; Chinese University of Hong Kong
• 刊物名称: JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY
• ISSN/ISSBN: 1369-7412
• DOI: 10.1111/1467-9868.00079
• 发表日期: 1997
• 页码: 463-474
• 关键词: posterior moments; normal-distributions; marginal densities; scale mixtures; approximations; inference

摘要

Pericchi and Smith considered a normal location parameter problem with double-exponential and Student t prior distributions. These two prior distributions both belong to the class of scale mixtures of normal distributions and are useful in providing a robust analysis of the normal location parameter problem. In this paper we extend the analysis to other scale mixtures of normal distributions, such as the exponential power and the symmetric stable distributions.