On the Independence of Jeffreys’ Prior for Truncated-Exponential Skew-Symmetric Models

We study the independent Jeffreys' prior of the unknown location, scale and skewness parameters of truncated-exponential skew-symmetric distributions(TESSD). We show that this prior is symmetric and improper but it yields a proper posterior distribution for some densities. A simulation study using Monte Carlo methods is presented to compare the efficiency of Bayesian estimators in TESSD with Azzalinis' skew models under square error loss and Linex loss functions.

Keywords:

برآوردگر بیز , توزیع نرمال چوله نمایی بریده شده , توزیع پیشین جفریز , توزیع پسین , توزیع لجستیک چوله نمایی بریده شده , شبیه سازی