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Bayesian Inference for Linear Regression under Alpha-Skew-Normal Prior
A study on Bayesian inference for the linear regression model is carried out in the case when the prior distribution for the regression parameters is assumed to follow the alpha-skew-normal distribution. The posterior distribution and its associated full conditional distributions are derived. Then, the Bayesian point estimates and credible intervals for the regression parameters are determined based on a simulation study using the Markov chain Monte Carlo method. The parameter estimates anddoi:10.17576/jsm-2019-4801-26 fatcat:ee5vqpdxrbgjxje47s3kq6tdbe