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Bayesian analysis for the Lomax model using noninformative priors

Daojiang He ,

Department of Statistics, Anhui Normal University, Wuhu, People's Republic of China

Dongchu Sun ,

Department of Statistics, University of Nebraska-Lincoln, Lincoln, NE, USA

Qing Zhu

Department of Statistics, Anhui Normal University, Wuhu, People's Republic of China

Pages | Received 09 Nov. 2021, Accepted 02 Oct. 2023, Published online: 14 Oct. 2023,
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The Lomax distribution is an important member in the distribution family. In this paper, we systematically develop an objective Bayesian analysis of data from a Lomax distribution. Noninformative priors, including probability matching priors, the maximal data information (MDI) prior, Jeffreys prior and reference priors, are derived. The propriety of the posterior under each prior is subsequently validated. It is revealed that the MDI prior and one of the reference priors yield improper posteriors, and the other reference prior is a second-order probability matching prior. A simulation study is conducted to assess the frequentist performance of the proposed Bayesian approach. Finally, this approach along with the bootstrap method is applied to a real data set.


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To cite this article: Daojiang He, Dongchu Sun & Qing Zhu (2023) Bayesian analysis for the Lomax model using noninformative priors, Statistical Theory and Related Fields, 7:1, 61-68, DOI: 10.1080/24754269.2022.2133466 To link to this article: