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Non-conjugate prior distribution assessment for multivariate normal sampling

✍ Scribed by Paul H. Garthwaite; Shafeeqah A. Al-Awadhi


Book ID
108547587
Publisher
Blackwell Publishing
Year
2001
Tongue
English
Weight
213 KB
Volume
63
Category
Article
ISSN
0952-8385

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πŸ“œ SIMILAR VOLUMES


On the Greatest Class of Conjugate Prior
✍ W. Bischoff πŸ“‚ Article πŸ“… 1993 πŸ› Elsevier Science 🌐 English βš– 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