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Posterior distribution for negative binomial...
Journal article

Posterior distribution for negative binomial parameter p using a group invariant prior

Abstract

We obtain a noninformative prior measure for the p parameter of the negative binomial distribution by use of a group theoretic method. Heretofore, group theoretic inference methods have not been applicable in the case of discrete distributions. A linear representation of a group leads to quantities whose squared moduli constitute the probability distribution. The group invariant measure yields prior measure dp/p2.

Authors

Heller B; Wang M

Journal

Statistics & Probability Letters, Vol. 77, No. 15, pp. 1542–1548

Publisher

Elsevier

Publication Date

September 1, 2007

DOI

10.1016/j.spl.2007.03.031

ISSN

0167-7152

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