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Posterior mean identifies the prior distribution in nb and related models

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  • Papageorgiou, H.
  • Wesolowski, Jacek

Abstract

Bayes negative binomial models under two different parameterizations are shown to be completely identifiable by the form of the Bayes estimates of the parameter. Also power series mixtures are briefly treated.

Suggested Citation

  • Papageorgiou, H. & Wesolowski, Jacek, 1997. "Posterior mean identifies the prior distribution in nb and related models," Statistics & Probability Letters, Elsevier, vol. 36(2), pages 127-134, December.
    • Handle: RePEc:eee:stapro:v:36:y:1997:i:2:p:127-134
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    References listed on IDEAS

    as
    1. Theofanis Sapatinas, 1995. "Identifiability of mixtures of power-series distributions and related characterizations," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 47(3), pages 447-459, September.
    2. Jacek Wesolowski, 1995. "Bivariate distributions via a Pareto conditional distribution and a regression function," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 47(1), pages 177-183, January.
    3. Arjun Gupta & Jacek Wesolowski, 1997. "Uniform Mixtures Via Posterior Means," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 49(1), pages 171-180, March.
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    Cited by:

    1. Lillo Rodríguez, Rosa Elvira, 2000. "Identifiability of differentiable bayes estimators of the uniform scale parameter," DES - Working Papers. Statistics and Econometrics. WS 9857, Universidad Carlos III de Madrid. Departamento de Estadística.
    2. Gupta, Arjun K. & Nguyen, Truc T. & Wang, Yinning & Wesolowski, Jacek, 2001. "Identifiability of Modified Power Series Mixtures via Posterior Means," Journal of Multivariate Analysis, Elsevier, vol. 77(2), pages 163-174, May.
    3. Jordan Stoyanov & Gwo Lin, 2011. "Mixtures of power series distributions: identifiability via uniqueness in problems of moments," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 63(2), pages 291-303, April.
    4. Becker, Niels G. & Utev, Sergey, 2002. "Multivariate Discrete Distributions with a Product-Type Dependence," Journal of Multivariate Analysis, Elsevier, vol. 83(2), pages 509-524, November.
    5. Gupta Arjun K. & Wesolowski Jacek, 2001. "Regressional Identifiability And Identification For Beta Mixtures," Statistics & Risk Modeling, De Gruyter, vol. 19(1), pages 71-82, January.
    6. Arjun Gupta & Jacek Wesoŀowski, 1999. "Discrete uniform mixtures via posterior means," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 8(2), pages 399-409, December.

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