Bayesian estimation for the Tukey GH distribution with an application
DOI:
https://doi.org/10.21533/pen.v10.i4.686Abstract
Tukey GH is a transformed normal distribution, having two parameters (g,h). The g parameter represents skew measuring, and the h represents kurtosis measuring. Our motivation is to affect these parameters on the behavior for a simulation data and real data, such as the Iraqi stock market Index (ISX60) and the Standard and Poor’s (SP500) index using the Bayesian framework. Then, our aim is to find the estimation for the parameters in this distribution using empirical and parametric Bayesian methods, and study the effective on the simulation and real data. The simulation study will be shown the behavior of the parameters with a different number of sampling and prior distributions. We will use the real data from ISX60 and SP500 index.
Downloads
Published
Issue
Section
License
This work is licensed under a Creative Commons Attribution 4.0 International License.
Authors retain copyright and grant the journal right of first publication with the work simultaneously licensed under a Creative Commons Attribution License that allows others to share the work with an acknowledgement of the work's authorship and initial publication in this journal.
Authors are able to enter into separate, additional contractual arrangements for the non-exclusive distribution of the journal's published version of the work (e.g., post it to an institutional repository or publish it in a book), with an acknowledgement of its initial publication in this journal.
