KatieJones6733 KatieJones6733

11-03-2024
Mathematics

contestada

For the multivariate normal model, turns out that the Jeffreys' rule for generating a prior distribution on (θ,Σ) gives

π(θ,Σ) ∝ |Σ|⁻⁽ᵖ⁺²⁾/²

can we Derive the full conditionals under this prior?

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