Suppose X : p x 1 and C(X I 6,Z) = N ( 8 , Z) for
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Suppose X : p x 1 and C(X I 6,Z) = N ( 8 , Z) for Z a positive definite matrix. Find a natural conjugate prior family for
(d, by noting that p(B, A) =p,(8 I -4)p2(A) and A = 2-l and by assuming that a priori var(tl I Z) o( Z.
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Related Book For
Subjective And Objective Bayesian Statistics
ISBN: 9780471348436
2nd Edition
Authors: S. James Press
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