Mixtures of Gamma Distributions With Applications.

Journal of Computational & Graphical Statistics | September 1, 2001| | Copyright

This article proposes a Bayesian density estimation method based upon mixtures of gamma distributions. It considers both the cases of known mixture size, using a Gibbs sampling scheme with a Metropolis step, and unknown mixture size, using a reversible jump technique that allows us to move from one mixture size to another. We illustrate our methods using a number of simulated datasets, generated from distributions covering a wide range of cases: single distributions, mixtures of distributions with equal means and different variances, mixtures of distributions with different ...

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