Bayesian normal analysis with an inverse Gaussian prior

zbMath0638.62033MaRDI QIDQ1099531

Samir K. Bhattacharya

Publication date: 1987

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

normal distributionsquared error losscompound distributionmodified Bessel functionBayesian posteriorBayes estimator of normal meaninverse Gaussian prior densityquasi-prior

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15)

Related Items (5)

Characterizing priors by posterior expectations in multivariate analysis ⋮ On the common mean of several inverse Gaussian distributions based on a higher order likelihood method ⋮ Bayesian multivariate normal analysis with a wishart prior ⋮ On the matrix-variate generalized hyperbolic distribution and its Bayesian applications ⋮ Prediction from a normal model using a generalized inverse Gaussian prior

Cites Work

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