A Note on the Posterior Inference for the Yule-Simon Distribution
12 Pages Posted: 18 Jan 2017
Date Written: January 16, 2017
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
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