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Some Posterior Distributions Of Parameters In Normal Linear Model And Their Sampling Method Under Counter X~2 Distribution

Posted on:2009-10-16Degree:MasterType:Thesis
Country:ChinaCandidate:H M ChenFull Text:PDF
GTID:2120360245457974Subject:Probability theory and mathematical statistics
Abstract/Summary:PDF Full Text Request
When the parameters in normal linear model have counterχ~2 distribution,this paper gives the joint posterior distributions of the regression coffecient and error variance,and gives their marginal posterior distributions. Specially, the posterior distributions of a quadric form about the regression coefficient in the linear model is obtained.According to the joint posterior distributions of the regression coefficient and error variance,we propose a sampling method for the joint posterior distributions.
Keywords/Search Tags:Linear model, Extensive Prior distributions, Real Prior distributions, Counter x~2 distribution, Regression coefficient, Sampling
PDF Full Text Request
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