𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Conjugate Priors for Exponential Families Having Quadratic Variance Functions

✍ Scribed by Guido Consonni and Piero Veronese


Book ID
125249769
Publisher
American Statistical Association
Year
1992
Tongue
English
Weight
844 KB
Volume
87
Category
Article
ISSN
0162-1459

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Posterior variance for quadratic natural
✍ Denys Pommeret πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 93 KB

Within the framework of the quadratic natural exponential families we construct a basis of polynomials orthogonal with respect to the posterior density. This construction is adapted from Walter and Hamedani (Ann. Statist. 3 (1991) 1191) and we exploit them to establish lower bounds for the posterior

A property of natural exponential famili
✍ V. Seshadri πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 386 KB

A generalization to N" of a property of natural exponential families on ~ with simple quadratic variances is obtained. This property yields the original density in terms of the Laplace transform of the conjugate prior for the natural parameter.