Non-subjective priors for wrapped Cauchy distributions

Ghosh M., Zhong X., SenGupta A., Zhang R.

STATISTICS & PROBABILITY LETTERS, cilt.153, ss.90-97, 2019 (SCI-Expanded) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 153
  • Basım Tarihi: 2019
  • Doi Numarası: 10.1016/j.spl.2019.05.016
  • Dergi Adı: STATISTICS & PROBABILITY LETTERS
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Sayfa Sayıları: ss.90-97
  • Anahtar Kelimeler: Jeffreys' priors, Probability matching priors, Reference priors, Frequentist coverage, MOBIUS TRANSFORMATION, PARAMETER
  • Orta Doğu Teknik Üniversitesi Adresli: Hayır

Özet

Circular data can arise from many sources, such as image processing, protein structure, and geological data, just to name a few. Wrapped stable family of distributions constitute one of the most widely used class of distributions for the analysis of such data. Wrapped Cauchy distribution is a member of this family and it is the only one known to have a single term explicit pdf compared to the infinite series representations for all the others. We develop in this paper reference priors and probability matching priors for this distribution, which turn out to be quite elegant and provide good frequentist performance as well. (C) 2019 Elsevier B.V. All rights reserved.