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Simple Characterizations of Student's$t_{2}-Distribution$

✍ Scribed by V. B. Nevzorov, N. Balakrishnan and M. Ahsanullah


Book ID
121487249
Publisher
John Wiley and Sons
Year
2003
Weight
514 KB
Volume
52
Category
Article
ISSN
0039-0526

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De Finetti style theorems characterize models (predictive distributions) as mixtures of the likelihood function and the prior distribution, beginning from some judgment of invariance about observable quantities. The likelihood function generally has its functional form identified from invariance ass