Bayesian Analysis of the Independent Multi-Normal Process--Neither Mean Nor Precision Known
Bayesian Analysis of the Independent Multi-Normal Process--Neither Mean Nor Precision Known
复制标题
独立多正态过程的贝叶斯分析——均值和精度均未知
DOI：
10.1080/01621459.1965.10480797
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发表时间：
2011
期刊：
影响因子：
--
通讯作者：
G. Kaufman
中科院分区：
文献类型：
--
作者：
A. Ando;G. Kaufman
Abstract Under the assumption that neither the mean vector nor the variance-covariance matrix are known with certainty, the natural conjugate family of prior densities for the multivariate Normal process is identified. Prior-posterior and preposterior analysis is done assuming that the prior is in the natural conjugate family. A procedure is presented for obtaining non-degenerate joint posterior and preposterior distributions of all parameters even when the number of objective sample observations is less than the number of parameters of the process.
