A Bayesian Analysis of Two-Piece Distributions Based on the Scale Mixtures of Normal Family

  • Behjat Moravveji
  • Zahra Khodadadi
  • Mohsen Maleki
Research Paper


The current paper seeks to present a Bayesian approach for the estimation of the parameters of the two-piece scale mixtures of normal distributions. This is a rich family of light/heavy-tailed symmetric/asymmetric distributions that includes, as a special case, the heavy-tailed scale mixtures of normal distributions, and is flexible in computations for modeling symmetric and asymmetric data. A Bayesian approach is possible from the specification of hierarchical representations of the proposed family. We illustrate the usefulness of our approach with both real and simulated data.


Bayesian estimates Informative prior Scale mixtures of normal family Skewness Two-piece distributions 



The authors would like to thank the Associated Editor and four anonymous reviewers for their suggestions, corrections, and encouragement, which helped us to improve earlier versions of the manuscript.


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Copyright information

© Shiraz University 2018

Authors and Affiliations

  1. 1.Department of Statistics, Marvdasht BranchIslamic Azad UniversityMarvdashtIran
  2. 2.Department of Statistics, College of SciencesShiraz UniversityShirazIran

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