Exact convolution oftdistributions, with applications to Bayesian inference for a normal mean withtprior distributions∗

DOI10.1080/00949659008811284MaRDI QIDQ3209997zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Behrens-Fisher problemposterior varianceposterior meanexact formulamarginal likelihood functionsodd degrees of freedomcommon mean of two samplesconvolution of two \(t\) densitiesposterior normalization

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Bayesian inference (62F15)

Recommendations

• Convolutions of the half \(t\) distribution
• On the convolution of normal and \(t\) random variables
• On the sum of \(t\) and Gaussian random variables
• Bayes Convolution
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Cites work

• Bayes's theorem and the use of prior knowledge in regression analysis
• On the Distribution of the Difference of Two t-Variables
• Some two Sample Tests
• Statistical decision theory and Bayesian analysis. 2nd ed
• THE COMPARISON OF SAMPLES WITH POSSIBLY UNEQUAL VARIANCES
• Testing precise hypotheses. With comments and a rejoinder by the authors
• The Most Powerful Invariant Test of Normal Versus Cauchy with Applications to Stable Alternatives

Cited in

(9)

• scientific article; zbMATH DE number 1867920 (Why is no real title available?)
• 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
• On the convolution of normal and \(t\) random variables
• Robust Bayesian displays for standard inferences concerning a normal mean

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