Estimating the common mean of r normal populations with different precisions
Guttman, Irwin; Menzefricke, Ulrich; Guttman, Irwin; University of Toronto; Menzefricke, Ulrich; University of Toronto
Журнал:
Communications in Statistics - Theory and Methods
Дата:
1983
Аннотация:
Suppose there are r normal populations with common mean θ but possibly different precisions τ <sub>i</sub> i=l,…, r. The prior distribution for τ<sub>i</sub>. is taken to be a gamma distribution and that for θ is a t-distribution. Combining this prior information with independent observations from the r populations, the posterior distribution for θ is proportional to the product of (r+1) t-distributions. A main objective of this paper is to approximate this posterior, and we represent it as an infinite series whose first term is a normal distribution. The mean of θ and probabilities for intervals are obtained from a similar series.
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