Bayesian inference for linear regression under alpha-skew-normal prior

A study on Bayesian inference for the linear regression model is carried out in the case when the prior distribution for the regression parameters is assumed to follow the alpha-skew-normal distribution. The posterior distribution and its associated full conditional distributions are derived. Then,...

Full description

Bibliographic Details
Main Authors: Alhamide, A.A., Kamarulzaman Ibrahim, Alodat, M.T., Wan Zawiah Wan Zin
Format: Article
Language:English
Published: Penerbit Universiti Kebangsaan Malaysia 2019
Online Access:http://journalarticle.ukm.my/13072/
http://journalarticle.ukm.my/13072/
http://journalarticle.ukm.my/13072/1/26%20Alhamide%2C%20A.A.pdf