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Inference for grouped data with a truncated skew-Laplace distribution

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Rubio, F. J. and Steel, Mark F. J. (2010) Inference for grouped data with a truncated skew-Laplace distribution. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. (Working papers, Vol.2010).

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Abstract

The skew-Laplace distribution has been used for modelling particle size with point observations. In reality, the observations are truncated and grouped (rounded). This must be formally taken into account for accurate modelling, and it is shown how this leads to convenient closed-form expressions for the likelihood in this model. In a Bayesian framework, we specify “noninformative” benchmark priors which only require the choice of a single scalar prior hyperparameter. We derive conditions for the existence of the posterior distribution when rounding and various forms of truncation are considered in the model. We will focus mostly on modelling microbiological data obtained with flow cytometry using a skew-Laplace distribution. However, we also use the model on data often used to illustrate other skewed distributions, and we show that our modelling favourably compares with the popular and flexible skew-Student models. Further examples on simulated data illustrate the wide applicability of the model.

Item Type: Working or Discussion Paper (Working Paper)
Subjects: Q Science > QA Mathematics
Divisions: Faculty of Science > Statistics
Library of Congress Subject Headings (LCSH): Distribution (Probability theory), Microbiology -- Mathematical models
Series Name: Working papers
Publisher: University of Warwick. Centre for Research in Statistical Methodology
Place of Publication: Coventry
Date: 2010
Volume: Vol.2010
Number: No.20
Number of Pages: 24
Status: Not Peer Reviewed
Access rights to Published version: Open Access
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URI: http://wrap.warwick.ac.uk/id/eprint/35115

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