The posterior distribution of the parameters of normal distributions with missing data and its sampling algorithm

MaRDI QIDQ3404701zbMATH OpenFDO

Authors Xuewei Huang, Kaican Li

Publication date 12 February 2010

zbMATH Keywords

monotone missing datasampling algorithmsmatrix-Gamma distribution

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Multivariate distribution of statistics (62H10)

Recommendations

• Bartlett's decomposition of the posterior distribution of the covariance for normal monotone ignorable missing data
• Efficient ML estimation of the multivariate normal distribution from incomplete data
• Conjugate analysis of multivariate normal data with incomplete observations
• Prior-likelihood factorization and missing data
• Bayesian estimation of the precision matrix with monotone missing data

Cited in

(2)

• Bartlett's decomposition of the posterior distribution of the covariance for normal monotone ignorable missing data
• Conjugate analysis of multivariate normal data with incomplete observations

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