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Short Communications
A Class of $t$ Posterior Distributions with Application
S. Nadarajaha, S. Kotzb a University of Manchester, Department of Mathematics
b George Washington University
Abstract:
A class of posterior distributions is derived for the location parameter of some chosen populations. The Student $t$ prior is assumed for the scale parameter. The calculations involve several special functions. An application is described to discrete cosine transform (DCT) coefficient distributions.
Keywords:
discrete cosine transformation, location parameter, posterior distribution, Student's $t$ distribution.
Received: 06.01.2005 Revised: 20.12.2007
Citation:
S. Nadarajah, S. Kotz, “A Class of $t$ Posterior Distributions with Application”, Teor. Veroyatnost. i Primenen., 53:1 (2008), 200–207; Theory Probab. Appl., 53:1 (2009), 161–169
Linking options:
https://www.mathnet.ru/eng/tvp2495https://doi.org/10.4213/tvp2495 https://www.mathnet.ru/eng/tvp/v53/i1/p200
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Abstract page: | 549 | Full-text PDF : | 184 | References: | 82 |
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