Some Bayesian Inferences for a Changing Linear Model
作者:
J.H. Chin Choy,
L.D. Broemeling,
期刊:
Technometrics
(Taylor Available online 1980)
卷期:
Volume 22,
issue 1
页码: 71-78
ISSN:0040-1706
年代: 1980
DOI:10.1080/00401706.1980.10486103
出版商: Taylor & Francis Group
关键词: Shift point;Marginal posterior distribution;Conditional posterior distribution;Mixture of distributions
数据来源: Taylor
摘要:
This paper is a generalization of earlier studies by Ferreira (1975) and Holbert and Broemeling (1977), who used improper prior distributions in order to make informal Bayesian inferences for the shift point and other parameters of a changing linear model. In this study, normal-gamma distributions are employed as prior distributions for the regression parameters of the model and, as a result, the posterior distribution of the regression parameters are mixtures oftdistributions, while a mixture of gamma distributions is the posterior distribution of the precision parameter.
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