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

DOI10.1080/00949659008811284zbMath0722.62014OpenAlexW2003382887MaRDI QIDQ3209997

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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

posterior meanposterior varianceBehrens-Fisher problemexact formulamarginal likelihood functionsodd degrees of freedomcommon mean of two samplesconvolution of two \(t\) densitiesposterior normalization

Mathematics Subject Classification ID

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

Related Items

An overview of robust Bayesian analysis. (With discussion) ⋮ 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

Cites Work

• Statistical decision theory and Bayesian analysis. 2nd ed
• 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
• On the Distribution of the Difference of Two t-Variables
• Bayes's theorem and the use of prior knowledge in regression analysis
• THE COMPARISON OF SAMPLES WITH POSSIBLY UNEQUAL VARIANCES
• Some two Sample Tests