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

Albert Ando

ISBN 10: 033193907X / ISBN 13: 9780331939071

Published by Forgotten Books, 2018

New Book. Shipped from UK. Established seller since 2000. Seller Inventory # LX-9780331939071

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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Bibliographic Details

Title: Extended Natural Conjugate Distributions for...
Publisher: Forgotten Books
Publication Date: 2018
Binding: HRD
Condition: New