5.38* Suppose X: p x 1, and (X | 0, A) = N(0, A'); E = A'...

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5.38* Suppose X: p x 1, and (X | 0, A) = N(0, A'); E = A' denotes a posi- tive definite matrix. Find a natural conjugate prior family for (0, A) by noting that g(0, A) = g(1A)2(A), and assuming that a priori, var (0|) o .

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Subjective And Objective Bayesian Statistics

ISBN: 9780471348436

2nd Edition

Authors: S. James Press

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Question Posted: Aug 31, 2024 09:01 AM

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5.38* Suppose X: p x 1, and (X | 0, A) = N(0, A'); E = A'...

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Subjective And Objective Bayesian Statistics

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