Sampling Models which Admit a Given General Exponential Family as a Conjugate Family of Priors
以给定一般指数族为共轭先验族的抽样模型
Let $\mathscr{K} = \{K_\lambda: \lambda \in \Lambda\}$ be a family of sampling distributions for the data $x$ on a sample space $\mathscr{X}$ which is indexed by a parameter $\lambda \in \Lambda,$ and let $\mathscr{F}$ be a family of priors on $\Lambda$. Then $\mathscr{F}$ is said to be conjugate for $\mathscr{K}$ if it is closed under sampling, that is, if the posterior distributions of $\lambda$ given the data $x$ belong to $\mathscr{F}$ for almost all $x$. In this paper,…