Only Normal Distributions Have Linear Posterior Expectations in Linear Regression

DOI10.2307/2287178zbMath0454.62016OpenAlexW4244040829MaRDI QIDQ3902308

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

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

Related Items (6)

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

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