A Note on Posterior Moments for a Normal Mean with Double-Exponential Prior
推导了已知方差的正态分布均值在双指数先验下的后验均值和方差的一般结果,补充了Pericchi和Smith(1992)及Pericchi和Walley(1991)的猜想和特例。
SUMMARY General results on the behaviour of the posterior mean and variance of the mean of a normal distribution with known variance using a double-exponential prior are derived and complement the conjectures and particular examples given by Pericchi and Smith (1992) and Pericchi and Walley (1991).