Objective Bayesian Analysis for the Multivariate Normal Model
نویسندگان
چکیده
Objective Bayesian inference for the multivariate normal distribution is illustrated, using different types of formal objective priors (Jeffreys, invariant, reference and matching), different modes of inference (Bayesian and frequentist), and different criteria involved in selecting optimal objective priors (ease of computation, frequentist performance, marginalization paradoxes, and decision-theoretic evaluation).
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