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
โฆ LIBER โฆ
Posterior Sensitivity to the Sampling Distribution and the Prior: More than One Observation
โ Scribed by Sanjib Basu
- Book ID
- 111531538
- Publisher
- Springer Japan
- Year
- 1999
- Tongue
- English
- Weight
- 626 KB
- Volume
- 51
- Category
- Article
- ISSN
- 0020-3157
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
On the Greatest Class of Conjugate Prior
โ
W. Bischoff
๐
Article
๐
1993
๐
Elsevier Science
๐
English
โ 334 KB
On the overall sensitivity of the poster
โ
Bertrand Clarke; Paul Gustafson
๐
Article
๐
1998
๐
Elsevier Science
๐
English
โ 112 KB
In a parametric Bayesian analysis, the posterior distribution of the parameter is determined by three inputs: the prior distribution of the parameter, the model distribution of the data given the parameter, and the data themselves. Working in the framework of two particular families of parametric mo
On the Lebesgue decomposition of the pos
โ
Claudio Macci
๐
Article
๐
1996
๐
Elsevier Science
๐
English
โ 319 KB
The derivation of thermodynamic informat
โ
J.R. Conder
๐
Article
๐
1969
๐
Elsevier Science
๐
English
โ 924 KB
Assignment of more than one gene to the
โ
L H C Tan
๐
Article
๐
2004
๐
John Wiley and Sons
๐
English
โ 53 KB
The economic production lot size model e
โ
Christian Larsen
๐
Article
๐
2005
๐
John Wiley and Sons
๐
English
โ 148 KB