An elicitation method for multivariate normal distributions

DOI10.1080/03610929808832149zbMath0905.62019OpenAlexW1979344379MaRDI QIDQ3842920

Shafiqah A. Al-Awadhi, Paul H. Garthwaite

Publication date: 7 February 1999

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929808832149

zbMATH Keywords

subjective probabilityprior distributionprobability assessmentinverse Wishartconjugate distributionsubjective Bayesian methods

Mathematics Subject Classification ID

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

Related Items (5)

Prior distribution assessment for a multivariate normal distribution: An experimental study ⋮ Quantifying expert opinion for modelling fauna habitat distributions ⋮ Expert judgement for dependence in probabilistic modelling: a systematic literature review and future research directions ⋮ Elicitation of multivariate prior distributions: a nonparametric Bayesian approach ⋮ Eliciting prior distributions for extra parameters in some generalized linear models

Cites Work

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• Bayesian inference for a covariance matrix
• Bayesian estimation of the dispersion matrix of a multivariate normal distribution
• Assessment of a Prior Distribution for the Correlation Coefficient in a Bivariate Normal Distribution
• Cognitive Processes and the Assessment of Subjective Probability Distributions

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