A Note on the Posterior Inference for the Yule-Simon Distribution

12 Pages Posted: 18 Jan 2017

See all articles by Fabrizio Leisen

Fabrizio Leisen

University of Kent - Canterbury Campus

Luca Rossini

University of Milan; Ca Foscari University of Venice - Dipartimento di Economia

Cristiano Villa

University of Kent - Canterbury Campus

Date Written: January 16, 2017

Abstract

The Yule-Simon distribution has been out of the radar of the Bayesian community, so far. In this note, we propose an explicit Gibbs sampling scheme when a Gamma prior is chosen for the shape parameter. The performance of the algorithm is illustrated with simulation studies, including count data regression, and a real data application to text analysis. We compare our proposal to the frequentist counterparts showing better performance of our algorithm when a small sample size is considered.

Keywords: Yule-Simon Distribution, Data Augmentation, Count Data Regression, Text Analysis

Suggested Citation

Leisen, Fabrizio and Rossini, Luca and Villa, Cristiano, A Note on the Posterior Inference for the Yule-Simon Distribution (January 16, 2017). Available at SSRN: https://ssrn.com/abstract=2900147 or http://dx.doi.org/10.2139/ssrn.2900147

Fabrizio Leisen

University of Kent - Canterbury Campus ( email )

Cornwallis Building
Canterbury, Kent CT2 7NF
United Kingdom

Luca Rossini (Contact Author)

University of Milan ( email )

Via Festa del Perdono, 7
Milan, 20122
Italy

Ca Foscari University of Venice - Dipartimento di Economia ( email )

Cannaregio 873
Venice, 30121
Italy

Cristiano Villa

University of Kent - Canterbury Campus ( email )

Keynes College
Canterbury, Kent CT2 7NP
United Kingdom

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