In this paper we define a generalized multivariate gamma (MG) distribution and develop various properties of this distribution. Then we consider a Bayesian decision theoretic approach to develop the inference technique for the related scale matrix [Sigma]. We show that maximum posteriori (MAP)...

Abstract Public policy relies strongly upon expert opinion, especially in risk assessment for rare events. But expert opinion is often inconsistent, both within and between experts. We therefore develop a statistical model for the elicited opinions, and use that to borrow strength across the...

It is crucial to check validation of any statistical model after fitting it for a given set of data. In Bayesian statistics, a researcher can check the fit of the model using a variety of strategies. In this paper we consider two major aspects, first checking that the posterior inferences are...

Nonlinear mixed-effects (NLME) models are popular in many longitudinal studies, including those on human immunodeficiency virus (HIV) viral dynamics, pharmacokinetic analysis, and studies of growth and decay analysis. Generally, the normality of the random effects is a common assumption in NLME...