Objective Bayesian analysis for the differential entropy of the Gamma distribution

Simple item page
dc.contributor.authorRamos, Eduardo
dc.contributor.authorEgbon, Osafu A.
dc.contributor.authorRamos, Pedro L.
dc.contributor.authorRodrigues, Francisco A.
dc.contributor.authorLouzada, Francisco
dc.date.accessioned2025-01-20T17:07:44Z
dc.date.available2025-01-20T17:07:44Z
dc.date.issued2024
dc.description.abstractThe paper introduces a fully objective Bayesian analysis to obtain the posterior distribution of an entropy measure. Notably, we consider the gamma distribution, which describes many natural phenomena in physics, engineering, and biology. We reparametrize the model in terms of entropy, and different objective priors are derived, such as Jeffreys prior, reference prior, and matching priors. Since the obtained priors are improper, we prove that the obtained posterior distributions are proper and that their respective posterior means are finite. An intensive simulation study is conducted to select the prior that returns better results regarding bias, mean square error, and coverage probabilities. The proposed approach is illustrated in two datasets: the first relates to the Achaemenid dynasty reign period, and the second describes the time to failure of an electronic component in a sugarcane harvest machine.
dc.fuente.origenWOS
dc.identifier.doi10.1214/23-BJPS591
dc.identifier.issn0103-0752
dc.identifier.urihttps://doi.org/10.1214/23-BJPS591
dc.identifier.urihttps://repositorio.uc.cl/handle/11534/90889
dc.identifier.wosidWOS:001181233000004
dc.issue.numero1
dc.language.isoen
dc.pagina.final73
dc.pagina.inicio53
dc.revistaBrazilian journal of probability and statistics
dc.rightsacceso restringido
dc.subjectBayesian analysis
dc.subjectGamma distribution
dc.subjectmatching prior
dc.subjectReference prior
dc.subjectShannon en
dc.titleObjective Bayesian analysis for the differential entropy of the Gamma distribution
dc.typeartículo
dc.volumen38
sipa.indexWOS
sipa.trazabilidadWOS;2025-01-12
Files
Collections
Artículos de revistas