A note on the posterior inference for the Yule–Simon distribution. Issue 6 (13th April 2017)

• Record Type: Journal Article
• Authors: Leisen, Fabrizio; Rossini, Luca; Villa, Cristiano
• Is Part Of: Journal of statistical computation and simulation. Volume 87:Issue 6(2017)
• Page Start: 1179
• Page End: 1188
• Publication Date: 2017-04-13
• Subjects: Yule–Simon distribution -- data augmentation -- count data regression -- text analysis; Mathematical statistics -- Data processing -- Periodicals; Digital computer simulation -- Periodicals; 519.5028505
• DOI: 10.1080/00949655.2016.1255741
• Languages: English
• ISSNs: 0094-9655

Abstract

ABSTRACT: 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.