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Lookup NU author(s): Dr Cristiano Villa
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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.
Author(s): Leisen F, Villa C, Rossini L
Publication type: Article
Publication status: Published
Journal: Journal of Statistical Computation and Simulation
Online publication date: 13/11/2016
Acceptance date: 28/10/2016
ISSN (print): 0094-9655
ISSN (electronic): 1563-5163
Publisher: Taylor & Francis
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