Gamma Shape Mixture
Utility Function
Estimation of a Gamma Shape Mixture Model (GSM) with collapsing
Estimation of a Gamma Shape Mixture Model (GSM)
Class "gsm". Result of Gamma Shape Mxiture Estimation.
Estimation of a Gamma Shape Mixture Model
Utility Function
Plot of a Gamma Shape Mixture Model
Tail Probability Estimation for a Gamma Shape Mixture Model
Summarizing Gamma Shape Mixtures
Implementation of a Bayesian approach for estimating a mixture of gamma distributions in which the mixing occurs over the shape parameter. This family provides a flexible and novel approach for modeling heavy-tailed distributions, it is computationally efficient, and it only requires to specify a prior distribution for a single parameter.