A note on the Bayesian inference for generalized multivariate gamma distribution期刊界 All Journals 搜尽天下杂志传播学术成果专业期刊搜索期刊信息化学术搜索

A note on the Bayesian inference for generalized multivariate gamma distribution

Affiliation:	1. Department of Statistics, Sungkyunkwan University, 25-2, Sungkyunkwan-ro, Jongno-gu, Seoul, 110-745, Republic of Korea;2. Mathematics Department, Tulane University, 6823 St. Charles Avenue, New Orleans, LA 70118, USA;3. Department of Statistics and Operations Research, UNC at Chapel Hill, CB#3260, Hanes Hall, Chapel Hill, NC 27599, USA;1. Loughborough University, Department of Mathematical Sciences, Loughborough, Leicestershire, LE11 3TU, UK;2. University of Strathclyde, Department of Mathematics and Statistics, Glasgow, G1 1XH, UK;3. School of Economics and Management, Fuzhou University, China

Abstract:	In this paper, we show that the derivation of Lemma 3 of Das and Dey (2010) needs to be corrected by using a logical transformation, instead of the ad-hoc transformation which is partially motivated by its univariate equivalent transformation. The correct derivation is presented by two approaches.

Keywords:	Multivariate beta distribution Generalized multivariate gamma distribution Basu’s theorem
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