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| Main Authors: | , , |
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| Format: | Preprint |
| Published: |
2024
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2409.11167 |
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Table of Contents:
- This paper presents a novel method for analytical derivations of marginal densities using the fractional derivatives of moment-generating functions. Although the method requires likelihood functions to take specific forms, its assumptions are otherwise modest. It only requires that the prior moment-generating functions exist, are finite, and are continuous and differentiable at certain points. We also present the probabilistic and statistical insights behind this method.