Abstract

ALIAGA CASCERES, Iván Yony  and  CHOCOTEA POCA, Omar. Estimación de los parámetros de la distribución de cambios de precios mensuales del índice de precios al consumidor de Bolivia. Revista Varianza [online]. 2020, n.17, pp. 2-8. ISSN 9876-6789.

Abstract The present investigation estimates the location parameters, asymmetry and the degrees of freedom of a G-type distribution using a Bayesian free likelihood estimation method compared to the classic Hastings Metropolis method, using data from the distribution of the monthly variation of the Index of Consumer Prices of the National Institute of Bolivia, period Jan-1986 to Oct-2020, base 2016. It was evidenced that the algorithmic iterative process for the Metropolis Hastings method is more efficient, however, the best fit was found with the ABC method -GIBBS.

Keywords : Bayesian analysis; Free likelihood estimation; Type G distribution.