Only Normal Distributions Have Linear Posterior Expectations in Linear Regression

DOI10.2307/2287178zbMATH Open0454.62016OpenAlexW4244040829MaRDI QIDQ3902308FDOQ3902308

Authors: Morris H. DeGroot, Prem K. Goel 

Publication date: 1980

Full work available at URL: https://doi.org/10.2307/2287178

zbMATH Keywords

conjugate priornormal distributionslinear posterior expectations

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10)

Cited In (6)

• Bayesian least squares estimates of univariate regression functions
• Improved estimation in multiple linear regression models with measurement error and general constraint
• Weak nondifferential measurement error models
• Updating of moments
• A characterization of the multivariate normal distribution and some remarks on linear estimators
• Bayesian analysis of the calibration problem under elliptical distributions.

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