BAREKENG: Jurnal Ilmu Matematika dan Terapan
Vol 18 No 2 (2024): BAREKENG: Journal of Mathematics and Its Application

THE UNINFORMATIVE PRIOR OF JEFFREYS’ DISTRIBUTION IN BAYESIAN GEOGRAPHICALLY WEIGHTED REGRESSION

Fachri Faisal (Department of Mathematics, Faculty of Mathematics and Natural Sciences, Brawijaya University, Indonesia)
Henny Pramoedyo (Department of Statistics, Faculty of Mathematics and Natural Sciences, Brawijaya University, Indonesia)
Suci Astutik (Department of Statistics, Faculty of Mathematics and Natural Sciences, Brawijaya University, Indonesia)
Achmad Efendi (Department of Statistics, Faculty of Mathematics and Natural Sciences, Brawijaya University, Indonesia)



Article Info

Publish Date
25 May 2024

Abstract

When using the Bayesian method for estimating parameters in a geographically weighted regression model, the choice of the prior distribution directly impacts the posterior distribution. The distribution known as the Jeffreys prior is an uninformative type of prior distribution and is invariant to reparameterization. In cases where information about the parameter is not available, the Jeffreys' prior is utilized. The data was fitted with an uninformative Jeffreys' prior distribution, which yielded a posterior distribution that was utilized for estimating parameters. This study aims to derive the prior and marginal posterior distributions of the Jeffreys' and in Bayesian geographically weighted regression (BGWR). The marginal posterior distributions of and can be obtained by integrating the other parameters of a common posterior distribution. Based on the results and discussion, the Jeffreys prior in BGWR with the likelihood function is . On the other hand, the marginal posterior distribution of follows a normal multivariate distribution, that is, , while the marginal posterior distribution of follows an inverse gamma distribution, that is, . As further research, it is necessary to follow up on several limitations of the results of this research, namely numerical simulations and application to a particular case that related to the results of the analytical studies that we have carried out.

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Journal Info

Abbrev

barekeng

Publisher

Subject

Computer Science & IT Control & Systems Engineering Economics, Econometrics & Finance Energy Engineering Mathematics Mechanical Engineering Physics Transportation

Description

BAREKENG: Jurnal ilmu Matematika dan Terapan is one of the scientific publication media, which publish the article related to the result of research or study in the field of Pure Mathematics and Applied Mathematics. Focus and scope of BAREKENG: Jurnal ilmu Matematika dan Terapan, as follows: - Pure ...