Bayesian estimation and prediction for certain mixtures

Abstract

For two vast families of mixture distributions and a given prior, we provide unified representations of posterior and predictive distributions. Model applications presented include bivariate mixtures of Gamma distributions labelled as Kibble-type, non-central Chi-square and F distributions, the distribution of R 2 in multiple regression, variance mixture of normal distributions, and mixtures of location-scale exponential distributions including the multivariate Lomax distribution. An emphasis is also placed on analytical representations and the relationships with a host of existing distributions and several hypergeomtric functions of one or two variables.