Another conjugate family for the normal distribution

K. B. Athreya

Statistics & Probability Letters, 1986, vol. 4, issue 2, 61-64

Abstract: It is shown that the family of densities f(z) = czp exp([lambda]1z-1 + [lambda]2z), [lambda]1, [lambda]2 [greater-or-equal, slanted] o, - [infinity] 0, as marginals for the variance gives rise to a new conjugate family for the normal distribution. This family includes the normal gamma family and is minimal in an appropriate sense. This family is known as the generalized inverse Gaussian distribution.

Keywords: conjugate; priors; normal; distribution; generalized; inverse; Gaussian (search for similar items in EconPapers)
Date: 1986
References: Add references at CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0167-7152(86)90018-0
Full text for ScienceDirect subscribers only

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:eee:stapro:v:4:y:1986:i:2:p:61-64

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().