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Develop a Nonlinear Model for the Conditional Expectation of the Bayesian Probability Distribution (Gamma – Gamma)
Author(s) -
Haithem Taha Alyousif,
Fedaa Noeel Abduahad
Publication year - 2014
Publication title -
journal of al-nahrain university-science
Language(s) - English
Resource type - Journals
eISSN - 2519-0881
pISSN - 1814-5922
DOI - 10.22401/jnus.17.2.27
Subject(s) - conditional probability distribution , inverse gamma distribution , posterior probability , conditional probability , gamma distribution , mathematics , conditional variance , generalized gamma distribution , bayesian linear regression , conditional expectation , regular conditional probability , bayesian probability , statistics , probability distribution , inverse chi squared distribution , econometrics , bayesian inference , distribution fitting , volatility (finance) , autoregressive conditional heteroskedasticity
In this paper a method has been suggested to describe the conditional expectation of Bayesian probability distribution (Gamma-Gamma) by nonlinear regression model and using power transformation for the observations of the predictor variables in the observable distribution to get the best possible fitting to the model of the posterior conditional expectation. The parameters of the described model have been estimated by depending on experimental data which has been generated using different values for the parameters of conditional probability distribution. The best estimation of the power parameter of the described model was found by using Draper & Smith method which gave best fitting of the suggested model and best estimate for the conditional expectation of the Bayesian Probability Distribution (Gamma–Gamma).

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