Posterior moments and quantiles for the normal location model with Laplace prior
Giuseppe De Luca (),
Jan Magnus () and
Franco Peracchi
No 1911, EIEF Working Papers Series from Einaudi Institute for Economics and Finance (EIEF)
Abstract:
We derive explicit expressions for arbitrary moments and quantiles of the posterior distribution of the location parameter in the normal location model with Laplace prior, and use the results to approximate the posterior distribution of sums of independent copies of the same parameter.
Pages: 12
Date: 2019, Revised 2019-06
New Economics Papers: this item is included in nep-ecm
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)
Downloads: (external link)
http://www.eief.it/eief/images/WP_19.11.pdf
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:eie:wpaper:1911
Access Statistics for this paper
More papers in EIEF Working Papers Series from Einaudi Institute for Economics and Finance (EIEF) Contact information at EDIRC.
Bibliographic data for series maintained by Facundo Piguillem ().