Semiparametric Gaussian Variance-Mean Mixtures for Heavy-Tailed and Skewed Data

Figure 4

Monthly log-precipitation data for July from 1895 to 2010 (116 observations) obtained from four stations in North Carolina (shown in histogram) are fitted using Bayesian semiparametric GVMM. Red line shows the kernel density of fitted distributions for the stations, estimated from 5000 posterior predictive samples of the fitted GVMM.