The effects of three different priors for variance parameters in the normal-mean hierarchical model

The effects of three different priors for variance parameters in the normal-mean hierarchical model

Many prior distributions are suggested for variance parameters in the hierarchical model. The “Non-informative” interval of the conjugate inverse-gamma prior might cause problems. I consider three priors – conjugate inverse-gamma, log-normal and truncated normal for the variance parameters and do th...

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Bibliographic Details
Main Author: Chen, Zhu, 1985-
Format: Others
Language:English
Published: 2010
Subjects:
Bayesian inference
Conjugate prior
Log-normal
Truncated normal
Hierarchical model
Metropolis-Hastings within Gibbs
Gibbs sampler
Online Access:http://hdl.handle.net/2152/ETD-UT-2010-05-1516

Internet

http://hdl.handle.net/2152/ETD-UT-2010-05-1516

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