Bayesian Analysis of the Independent Multinormal Process—Neither Mean Nor Precision Known
均值与精度均未知的独立多元正态过程的贝叶斯分析
Under the assumption that neither the mean vector nor the variance-covariance matrix are known with certainty, the natural conjugate family of prior densities for the multivariate Normal process is identified. Prior-posterior and preposterior analysis is done assuming that the prior is in the natural conjugate family. A procedure is presented for obtaining non-degenerate joint posterior and preposterior distributions of all parameters even when the number of objective sample…