题名

A Posterior Distribution for the Normal Mean Arising from a Ratio

DOI

10.6339/JDS.2007.05(3).344

作者

Saralees Nadarajah;Arjun K. Gupta

关键词

Normal distribution ; posterior distribution for the normal mean ; ratio of random variables ; Student's t-distribution

期刊名称

Journal of Data Science

卷期/出版年月

5卷3期(2007 / 07 / 01)

页次

441 - 449

内容语文

英文

英文摘要

It is shown that the most popular posterior distribution for the mean of the normal distribution is obtained by deriving the distribution of the ratio X/Y when X and Y are normal and Student's t random variables distributed independently of each other. Tabulations of the associated percentage points are given along with a computer program for generating them.

主题分类 基礎與應用科學 > 資訊科學
基礎與應用科學 > 統計