Updating of moments

Klaus Pötzelberger

Journal of Multivariate Analysis, 1990, vol. 33, issue 2, 220-229

Abstract: Consider a statistical model, given by the distribution of the observation X, conditional on the parameter [theta], and the prior distribution of the parameter [theta]. Let Hx denote the function that maps the prior mean and the prior covariance matrix into the posterior mean and the posterior covariance matrix, when X = x is observed. We prove that if the conditional distribution of X belongs to an exponential family, then the function Hx characterizes the distribution of X[short parallel][theta].

Keywords: updating; of; moments; exponential; families; Bayesian; analysis; characterization; of; distributions (search for similar items in EconPapers)
Date: 1990
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0047-259X(90)90047-L
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:jmvana:v:33:y:1990:i:2:p:220-229

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

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().