What is the posteriori distibution to Whishart pior?
I am estimating multidimentional normal distribution with the given mean
vector \mu. I assume that the Bayesian prior for covariance matrix has the
inverse Wishart distribution. It is reasonable to me that the posterior
also should have inverse Wishart distribution (as in the one-dimensional
case - 1/\chi^2 prior -> 1/\chi^2 posterior).
However I do not know what the parameters of the posterior distributions
will be. I would be very glad if someone could indicate me appriopriate
literature or write the answer.
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Re: Bayesian, how to calculate the Prior probability with uniform distribution ... distribution for Prior probabilty calculation for parameters with min ... and max values found in litreature and Gaussin for likelihood (mean, ... Now how should I calculate this posterior based ... You need a prior distribution for your parameter, ... (sci.stat.math)
Posterior to Wishart prior ... I am estimating multidimentional normal distribution with the given mean ... I assume that the Bayesian prior for covariance matrix has the ... also should have inverse Wishart distribution (as in the one-dimensional ... However I do not know what the parameters of the posterior distributions... (sci.math)
Re: Highest Posterior Density ... of "buzz words" when those words are completely irrelavant to the ... of a function of theta (the posterior distribution).... (I do not want to use mathematistry terms like Lebesgue measure so I ... (sci.stat.math)
Re: Posterior to Wishart prior ... I am estimating multidimentional normal distribution with the given mean ... I assume that the Bayesian prior for covariance matrix has the ... also should have inverse Wishart distribution (as in the one-dimensional ... However I do not know what the parameters of the posterior distributions... (sci.stat.math)
