邹清明, 张怀雄. 具有Rao简单结构的多元t-模型的无信息先验分布[J]. 云南大学学报(自然科学版), 2003, 25(2): 94-100.
引用本文: 邹清明, 张怀雄. 具有Rao简单结构的多元t-模型的无信息先验分布[J]. 云南大学学报(自然科学版), 2003, 25(2): 94-100.
ZOU Qing-ming, ZHANG Huai-xiong. The non-information prior distribution of multivariate T-model with Rao’s simple structure[J]. Journal of Yunnan University: Natural Sciences Edition, 2003, 25(2): 94-100.
Citation: ZOU Qing-ming, ZHANG Huai-xiong. The non-information prior distribution of multivariate T-model with Rao’s simple structure[J]. Journal of Yunnan University: Natural Sciences Edition, 2003, 25(2): 94-100.

具有Rao简单结构的多元t-模型的无信息先验分布

The non-information prior distribution of multivariate T-model with Rao’s simple structure

  • 摘要: 先验分布是Bayes分析的基础,在数理统计的许多方面有广泛应用.确定先验分布的方法有多种,其中最重要的一种是Jefferys无信息不变先验原则.文章应用此原则得到了具有Rao简单结构的多元t-模型中参数的无信息先验分布.

     

    Abstract: The prior distribution is a basis of the Bayesian analysis and has extensive application in many aspects of mathematical statistics.There are several ways to obtain the prior distribution.Among these approaches,the most important one is Jefferys’ non information invariance prior principle.In this paper,by applying this principle,the prior distribution of a multivariate t model with Rao’s simple structure is obtained.

     

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