On the Greatest Class of Conjugate Prior
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W. Bischoff
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Article
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1993
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Elsevier Science
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English
β 334 KB
When samples are taken from a (multivariate) normal distribution then under suitable conditions we characterize the greatest class of priors such that the posterior distribution is also (multivariate) normal. In this case exact formulas are given showing how the mean and covariance matrix of the pos