4 янв. 2013 г. · I want to assign conjugate prior distributions on both μ and σ2, and then obtain the posterior distribution. How this can be done in R? r ...

2 окт. 2018 г. · Predictive Posterior Distribution of Normal Distribution with Unknown Mean and Variance. My problem is with the exact density of p(μ,τ|x). It ...

3 сент. 2018 г. · Both μ and σ are unknown, so I want to model each of them with their own distribution which I will update every time I observe a new value. How ...

30 янв. 2024 г. · The posterior (inverse Gamma) distribution will obviously depend on the choice of the (inverse Gamma) prior and hence so do the posterior mean, ...

9 июн. 2015 г. · I am reading up on prior distributions and I calculated Jeffreys prior for a sample of normally distributed random variables with unknown mean and unknown ...

25 мая 2020 г. · My question is: by observing the above expression, is it correct to say the posterior distribution p(y|x,z) is a Gamma distribution : Gamma(α1+1 ...

29 мар. 2016 г. · In a normal model, where we know the variance, but not the mean, the posterior predictive distribution is also normal.

17 окт. 2020 г. · The normalization constant, thus the solution to the integral is known for the inverse gamma distribution and is given by (12∑ti=1y2i)t/2Γ(t/2).

29 апр. 2013 г. · I am interested in fitting a posterior distribution over the unknown variance which, according to wikipedia, can be given in closed form by an inverse-gamma.

11 нояб. 2016 г. · Form of posterior when mean and variance are unknown · You don't use Bayes rule. · Given that joint=conditional x marginal comes from Bayes rule, ...