On the greatest class of conjugate priors and sensitivity of multivariate normal posterior distributions
On the greatest class of conjugate priors and sensitivity of multivariate normal posterior distributions
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关于最大类共轭先验和多元正态后验分布的敏感性
DOI：
10.1006/jmva.1993.1004
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发表时间：
1993
影响因子：
1.6
通讯作者：
W. Bischoff
中科院分区：
文献类型：
--
作者：
W. Bischoff
当样本取自(多元)正态分布时，在适当的条件下，我们刻画了最大类先验，使得后验分布也是(多元)正态分布。在这种情况下，给出了后验正态分布的均值和协方差矩阵如何依赖于样本和先验分布的精确公式，这些公式可视为后验分布对先验分布和样本分布的敏感性。
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 posterior normal distribution depend on the sample and on the a priori distribution; these formulas may be viewed as sensitivity of the posterior distribution to the prior and sample distribution.