Exact convolution of<i>t</i>distributions, with applications to Bayesian inference for a normal mean with<i>t</i>prior distributions<sup>∗</sup> (Q3209997): Difference between revisions
From MaRDI portal
Latest revision as of 14:03, 21 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact convolution of<i>t</i>distributions, with applications to Bayesian inference for a normal mean with<i>t</i>prior distributions<sup>∗</sup> |
scientific article |
Statements
Exact convolution of<i>t</i>distributions, with applications to Bayesian inference for a normal mean with<i>t</i>prior distributions<sup>∗</sup> (English)
0 references
1990
0 references
posterior variance
0 references
exact formula
0 references
convolution of two \(t\) densities
0 references
odd degrees of freedom
0 references
marginal likelihood functions
0 references
posterior normalization
0 references
posterior mean
0 references
Behrens-Fisher problem
0 references
common mean of two samples
0 references
0 references
