Posterior moments and quantiles for the normal location model with Laplace prior

Giuseppe De Luca (), Jan R. Magnus and Franco Peracchi

Communications in Statistics - Theory and Methods, 2021, vol. 50, issue 17, 4039-4049

Abstract: We derive explicit expressions for arbitrary moments and quantiles of the posterior distribution of the location parameter η in the normal location model with Laplace prior, and use the results to approximate the posterior distribution of sums of independent copies of η.

Date: 2021
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Working Paper: Posterior moments and quantiles for the normal location model with Laplace prior (2019)
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DOI: 10.1080/03610926.2019.1710756

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