Extended Natural Conjugate Distributions for the Multinormal Process (Classic Reprint) - Hardcover

Ando, Albert

Hardcover

ISBN 10: 033193907X ISBN 13: 9780331939071

Publisher: Forgotten Books, 2017

Synopsis

Excerpt from Extended Natural Conjugate Distributions for the Multinormal Process

Furthermore, Rothenburg [4 points out an additional difficulty associated with natural conjugate analysis of the Multinormal process when this analysis is applied to reduced form systems; namely, if the joint prior of (i, E), the matrix of coefficients of the system and the inverse of the variance-covariance matrix of the residual error vector respectively, is in the natural conjugate family, then the marginal variances of all coefficients in the ith row of fl are proportional to the marginal variances of coefficients in the jth row of g. In practical problems, such a restriction is often undesirable. Zellner [5 attempts to deal with this problem.

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Edition details

• Publisher: Forgotten Books
• Publication date: 2017
• Language: English
• ISBN 10: 033193907X
• ISBN 13: 9780331939071
• Binding: Hardcover
• Number of pages: 60