Exact convolution oftdistributions, with applications to Bayesian inference for a normal mean withtprior distributions∗
DOI10.1080/00949659008811284zbMATH Open0722.62014OpenAlexW2003382887MaRDI QIDQ3209997FDOQ3209997
Authors:
Publication date: 1990
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949659008811284
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Behrens-Fisher problemposterior varianceposterior meanexact formulamarginal likelihood functionsodd degrees of freedomcommon mean of two samplesconvolution of two \(t\) densitiesposterior normalization
Cites Work
- Statistical decision theory and Bayesian analysis. 2nd ed
- Testing precise hypotheses. With comments and a rejoinder by the authors
- Some two Sample Tests
- THE COMPARISON OF SAMPLES WITH POSSIBLY UNEQUAL VARIANCES
- Bayes's theorem and the use of prior knowledge in regression analysis
- On the Distribution of the Difference of Two t-Variables
- The Most Powerful Invariant Test of Normal Versus Cauchy with Applications to Stable Alternatives
Cited In (8)
- Title not available (Why is that?)
- An overview of robust Bayesian analysis. (With discussion)
- Derivation of an integral of Boros and Moll via convolution of Student \(t\)-densities
- Covariance information based on the \(t\) prior
- Convolutions of the half \(t\) distribution
- Computational algorithms in bayesian inferences for a normal mean with t prior distributions
- Fourier transform and Bayes estimator of a location parameter
- Robust Bayesian displays for standard inferences concerning a normal mean
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