Another conjugate family for the normal distribution

DOI10.1016/0167-7152(86)90018-0zbMath0585.62029OpenAlexW2057497340MaRDI QIDQ1070686

Krishna B. Athreya

Publication date: 1986

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(86)90018-0

zbMATH Keywords

conjugate priorsgeneralized inverse Gaussian distributionnew conjugate family for the normal distributionnormal gamma family

Mathematics Subject Classification ID

Bayesian inference (62F15) Characterization and structure theory of statistical distributions (62E10)

Related Items (3)

On Posterior Probabilities and Moments in Mixed Poisson Processes ⋮ Extensions of the conjugate prior through the Kullback--Leibler separators ⋮ Bayesian estimation of NIG models via Markov chain Monte Carlo methods

Cites Work

• Statistical properties of the generalized inverse Gaussian distribution
• A property of the generalized inverse Gaussian distribution with some applications
• The Mean, Median, Mode Inequality and Skewness for a Class of Densities
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