A gamma approximation to the Bayesian posterior distribution of a discrete parameter of the Generalized Poisson model

Let $X$ have a Generalized Poisson distribution with mean $kb$, where $b$ is a known constant in the unit interval and $k$ is a discrete, non-negative parameter. We show that if an uninformative uniform prior for $k$ is assumed, then the posterior distribution of $k$ can be approximated using the ga...

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Sprache:eng
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Zusammenfassung:Let $X$ have a Generalized Poisson distribution with mean $kb$, where $b$ is a known constant in the unit interval and $k$ is a discrete, non-negative parameter. We show that if an uninformative uniform prior for $k$ is assumed, then the posterior distribution of $k$ can be approximated using the gamma distribution when $b$ is small.
DOI:10.48550/arxiv.1606.01749