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Please add useful comments here-- Cronholm144 09:02, 24 May 2007 (UTC)
1. There should be a note that the gamma priors are parameterized by rate, not by scale (at least in the handful that I checked).
2. The fourth reference should be removed because of serious errors; it is a reference, and the errors are in the material for which is it supposed to be a reference.
Fink, D. 1995 A Compendium of Conjugate Priors. , http://www.people.cornell.edu/pages/df36/CONJINTRnew%20TEX.pdf
At least two of the posterior hyperparameters in that reference are incorrect
The first, p 11, is for a gamma prior for the rate of a Poisson. The prior is parameterized with beta as a scale (eqn 31), but the posterior scale hyperparameter beta is given as beta/(1+n), which is incorrect. It should be beta/(1 + beta * N).
The second, page 18, is for a gamma prior for the precision of a normal. The prior is parameterized with beta as scale hyperparameter (eqn 62), but the posterior scale hyperparameter beta is given as beta + n, (eqn 63) which is correct when beta is rate, not scale.
Dstivers 21:57, 25 September 2007 (UTC) |
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You may want to see some of the pages on Empiricl Bayes, the Beta-Binomial Model, Bayesian Linear RegressionCharlesmartin14 23:43, 19 October 2006 (UTC).
Could someone fill in the table for multivariate normals and and pareto? 128.114.60.100 06:21, 21 February 2007 (UTC)
It wold be nice to actually state which parameters mean what, since the naming in the table does not correspond to the naming on the pages for the corresponding distributions (atm I have a problem figuring out which of the hyperparameters for the prior for the normal (variance and mean) belong to the inverse gamma function and which to the normal) —Preceding unsigned comment added by 129.26.160.2 (talk) 10:44, 14 September 2007 (UTC)
For the Gamma likelihood with prior over the rate parameter, the posterior parameters are
for any n. This is in the Fink reference.Paulpeeling (talk) 11:53, 24 May 2008 (UTC)
