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
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Latest revision as of 15:03, 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)
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1990
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posterior variance
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exact formula
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convolution of two \(t\) densities
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odd degrees of freedom
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marginal likelihood functions
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posterior normalization
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posterior mean
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Behrens-Fisher problem
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common mean of two samples
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