%0 Journal Article %1 west1987scale %A West, Mike %D 1987 %J Biometrika %K normal_scale_mixtures stable_distributions statistics %N 3 %P 646-648 %R 10.1093/biomet/74.3.646 %T On scale mixtures of normal distributions %U http://biomet.oxfordjournals.org/content/74/3/646.abstract %V 74 %X The exponential power family of distributions of Box & Tiao (1973) is shown to be a subset of the class of scale mixtures of normals. The corresponding mixing distributions are explicitly obtained, identifying a close relationship between the exponential power family and a further class of normal scale mixtures, namely the stable distributions.

@article{west1987scale, abstract = {The exponential power family of distributions of Box & Tiao (1973) is shown to be a subset of the class of scale mixtures of normals. The corresponding mixing distributions are explicitly obtained, identifying a close relationship between the exponential power family and a further class of normal scale mixtures, namely the stable distributions.}, added-at = {2016-06-30T05:24:53.000+0200}, author = {West, Mike}, biburl = {https://www.bibsonomy.org/bibtex/218d993988620f6b6bfa67eb0e3dd6af9/peter.ralph}, doi = {10.1093/biomet/74.3.646}, eprint = {http://biomet.oxfordjournals.org/content/74/3/646.full.pdf+html}, interhash = {8006fa7ed6f6a9e2b6c8340201cd116b}, intrahash = {18d993988620f6b6bfa67eb0e3dd6af9}, journal = {Biometrika}, keywords = {normal_scale_mixtures stable_distributions statistics}, number = 3, pages = {646-648}, timestamp = {2016-06-30T05:24:53.000+0200}, title = {On scale mixtures of normal distributions}, url = {http://biomet.oxfordjournals.org/content/74/3/646.abstract}, volume = 74, year = 1987 }