Bayes Approach in Applied Probability

Pham-Gia Thu

Chapter 6 in The Multivariate Normal Distribution:Theory and Applications, 2021, pp 125-154 from World Scientific Publishing Co. Pte. Ltd.

Abstract: The following sections are included:IntroductionThe Bayesian ParadigmThe Prior DistributionThe normal as a prior: Its elicitationSpecial priorsSampling PhaseThe sampling phaseConjugacyCase of the normal: N(μ, τ)Case of the multinormal: X ∼ Nk(M, r = Σ−1)The Posterior DistributionComputation of the posteriorDominanceThe highest posterior density regionGeneralization of the hpd intervalThe Predictive DistributionBayesian Sub-domainsSequential BayesEmpirical BayesBayes operatorBayesian decision theoryCommon loss functions in Bayesian decision theoryConjugate Bayesian Analysis TableConclusionBibliography

Keywords: Univariate Normal; Multivariate; Random Variable; Random Vector; Random Matrix; Applications: Education; Psychology; Quality Control; Pattern Recognition (search for similar items in EconPapers)
JEL-codes: C01 C1 C15 C4 C46 (search for similar items in EconPapers)
Date: 2021
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