A Class of $t$ Posterior Distributions with Application
Teoriâ veroâtnostej i ee primeneniâ, Tome 53 (2008) no. 1, pp. 200-207
A class of posterior distributions is derived for the location parameter of some chosen populations. The Student $t$ prior is assumed for the scale parameter. The calculations involve several special functions. An application is described to discrete cosine transform (DCT) coefficient distributions.
Keywords:
location parameter, posterior distribution, Student's $t$ distribution.
Mots-clés : discrete cosine transformation
Mots-clés : discrete cosine transformation
@article{TVP_2008_53_1_a14,
author = {S. Nadarajah and S. Kotz},
title = {A {Class} of $t$ {Posterior} {Distributions} with {Application}},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {200--207},
year = {2008},
volume = {53},
number = {1},
language = {en},
url = {http://geodesic.mathdoc.fr/item/TVP_2008_53_1_a14/}
}
S. Nadarajah; S. Kotz. A Class of $t$ Posterior Distributions with Application. Teoriâ veroâtnostej i ee primeneniâ, Tome 53 (2008) no. 1, pp. 200-207. http://geodesic.mathdoc.fr/item/TVP_2008_53_1_a14/
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