正态位置参数的后验矩的精确与近似形式

Exact and Approximate Posterior Moments for a Normal Location Parameter

Journal of the Royal Statistical Society. Series B: Statistical Methodology · 1992
被引 78
ABS 4

中文导读

本文识别了一类较广泛的先验分布下正态位置参数的一阶和二阶后验矩的形式,并分别以双指数分布和学生t分布为例给出了精确与近似的计算示例。

Abstract

SUMMARY The forms of first and second posterior moments for a normal location parameter are identified for a rather general class of prior distributions. Exact and approximate illustrations are given where the prior distribution is double exponential or Student t respectively.

贝叶斯统计先验分布后验矩正态分布