Multivariate Exponential Power Distributions as Mixtures of Normal Distributions with Bayesian Applications Articles uri icon

publication date

  • September 2008

start page

  • 972

end page

  • 985

issue

  • 6

volume

  • 37

international standard serial number (ISSN)

  • 0361-0926

electronic international standard serial number (EISSN)

  • 1532-415X

abstract

  • It is shown that a multivariate exponential power distribution is a scale mixture of normal distributions, with respect to a probability distribution function, when its kurtosis parameter belongs to the interval (0,1]. The corresponding mixing probability distribution function is presented. This result is used to design a Bayesian hierarchical model and an algorithm to generate samples of the posterior distribution; these are applied to a problem of Quantitative Genetics.