Abstract

The gamma distribution has been extensively used in many areas of applications. In this paper, considering a Bayesian analysis we provide necessary and sufficient conditions to check whether or not improper priors Lead to proper posterior distributions. Further, we also discuss sufficient conditions to verify if the obtained posterior moments are finite. An interesting aspect of our findings are that one can check if the posterior is proper or improper and also if its posterior moments are finite by looking directly in the behavior of the proposed improper prior. To illustrate our proposed methodology these results are applied in different objective priors.