Another conjugate family for the normal distribution

DOI10.1016/0167-7152(86)90018-0zbMATH Open0585.62029OpenAlexW2057497340MaRDI QIDQ1070686FDOQ1070686

Authors: K. B. Athreya 

Publication date: 1986

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(86)90018-0

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zbMATH Keywords

conjugate priorsgeneralized inverse Gaussian distributionnew conjugate family for the normal distributionnormal gamma family

Mathematics Subject Classification ID

Bayesian inference (62F15) Characterization and structure theory of statistical distributions (62E10)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Statistical properties of the generalized inverse Gaussian distribution
• Title not available (Why is that?)
• A property of the generalized inverse Gaussian distribution with some applications
• The Mean, Median, Mode Inequality and Skewness for a Class of Densities

Cited In (5)

• Conjugacy of probability distributions in statistical problems
• On Posterior Probabilities and Moments in Mixed Poisson Processes
• Generalized inverse normal distributions
• Extensions of the conjugate prior through the Kullback--Leibler separators
• Bayesian estimation of NIG models via Markov chain Monte Carlo methods

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