Non-conjugate Prior Distribution Assessment for Multivariate Normal Sampling
多元正态抽样模型的非共轭先验分布评估
Summary Elicitation methods are proposed for quantifying expert opinion about a multivariate normal sampling model. The natural conjugate prior family imposes a relationship between the mean vector and the covariance matrix that can portray an expert's opinion poorly. Instead we assume that opinions about the mean and the covariance are independent and suggest innovative forms of question which enable the expert to quantify separately his or her opinion about each of these…