Non-conjugate Prior Distribution Assessment for Multivariate Normal Sampling

DOI10.1111/1467-9868.00278zbMath0976.62047OpenAlexW2079046484MaRDI QIDQ2729276

Shafiqah A. Al-Awadhi, Paul H. Garthwaite

Publication date: 8 January 2002

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: http://oro.open.ac.uk/3444/1/14679868.pdf

zbMATH Keywords

subjective probabilityprior distributionelicitationassessment tasksgeneralized inverse Wishart distributionnon-conjugate distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Multivariate analysis (62H99) Bayesian inference (62F15)

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