Barry C. Arnold, Enrique Castillo, José Marı́a Sarabia
Abstract
General classes of conjugate exponential family priors are identified for exponential family likelihoods. Both joint and conditional specification of the priors are discussed. The normal and inverse Gaussian cases provide illustrations.
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General classes of conjugate exponential family priors are identified for exponential family likelihoods. Both joint and conditional specification of the priors are discussed. The normal and inverse Gaussian cases provide illustrations.
Key concepts: Exponential family, Conjugate prior, Mathematics, Natural exponential family, Prior probability, Applied mathematics, Exponential function, Inverse Gaussian distribution