All Questions
Tagged with inverse-gamma-distribution prior
6 questions
3
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947
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Parameterization of inverse gamma prior in Bayesian methods
For a prior of $\sigma^2 \sim IG(0.01, 0.01)$, often recommended as an uninformative prior for the variance parameter in MCMC approaches and other Bayesian methods, which parameterization does this ...
- 755
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1
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Deriving posterior distribution for variance of normal distribution
I have a task to derive posterior distribution for parameter $\sigma^2$, given that the data vector $y^t = (y_1,...,y_t)$ is from $N(0,\sigma^2)$. The uninformative prior for $\sigma^2$ is $h(\sigma^2)...
- 151
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how to determine a priori probability distribution of sigama2 in montecarlo simulation?
1、the monte carlo simulation code in SAS：
Example1:
https://support.sas.com/rnd/app/stat/examples/BayesStd/new_example/index.html
...
- 75
1
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Gamma likelihood with InverseGamma prior
I've got a gamma likelihood $\Gamma(\tau_c | \alpha_k, \frac{\alpha_k} {\tau_k})$ (parameterized with shape and rate)
with an InverseGamma prior $IG(\tau_k|a_0, b_0)$.
I know that the resulting ...
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Interpretation of priors in example
Suppose you have 3 variances $W_{1},W_{2},W_{3}$ that can be expressed as $W_{j}=q_{j}V$ with $j = 1,2,3$. According to one model, $W_{3}$ should be pronounced and $W_{1}$, $W_{2}$ should be small to ...
- 3,361
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1
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Jeffreys prior for inverse gamma distribution
Does anybody have the experience of dealing with Jeffreys prior?
I am working with hierarchical model at the moment where the parameter
σ^2 from normal distribution is said to be chosen according to
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