Items related to Multinormal Bayesian Analysis

Multinormal Bayesian Analysis - Softcover

Two Examples

 
9781334538162: Multinormal Bayesian Analysis

Synopsis

This book provides rigorous yet comprehensible theory, examples, and applications of Bayesian analysis to multivariate normal processes, a fundamental theory in economics and operational research. The author extends Ando and Kaufman’s models to include generalized regression models and derives theorems for use in multivariate Bayesian analysis. Central to this work is a section on distribution theory, providing context to the later applications of these theories. The applications section features worked examples from radar-tracking models and Leontief’s static inter-industry model to illustrate the practical use of Bayesian analysis in modeling and forecasting. This text is an excellent primer for economists, business analysts, engineers, and other practitioners seeking to apply Bayesian analysis to multivariate normal processes.

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