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Fisher–Rao geometry and Jeffreys prior for Pareto distribution.
- Source :
-
Communications in Statistics: Theory & Methods . 2022, Vol. 51 Issue 6, p1895-1910. 16p. - Publication Year :
- 2022
-
Abstract
- In this paper, we investigate the Fisher–Rao geometry of the two-parameter family of Pareto distribution. We prove that its geometrical structure is isometric to the Poincaré upper half-plane model, and then study the corresponding geometrical features by presenting explicit expressions for connection, curvature and geodesics. It is then applied to Bayesian inference by considering the Jeffreys prior determined by the volume form. In addition, the posterior distribution from the prior is computed, providing a systematic method to the Bayesian inference for Pareto distribution. [ABSTRACT FROM AUTHOR]
- Subjects :
- *PARETO distribution
*BAYESIAN field theory
*GEOMETRY
*GEODESICS
Subjects
Details
- Language :
- English
- ISSN :
- 03610926
- Volume :
- 51
- Issue :
- 6
- Database :
- Academic Search Index
- Journal :
- Communications in Statistics: Theory & Methods
- Publication Type :
- Academic Journal
- Accession number :
- 155688776
- Full Text :
- https://doi.org/10.1080/03610926.2020.1771593