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Making a Bayesian prior from a frequentist result
How should one go about turning a frequentist result into a Bayesian prior?
Consider the following pretty generic scenario:
An experiment was conducted in the past and a result on some parameter $\...
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2
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0
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Convenient posterior distribution for homogeneous bivariate Gaussian model
For the model given by some independent pairs $(x_i,y_i)$ identically generated from a bivariate Gaussian distribution, there is the convenient semi-conjugate family of "Normal-Wishart" prior ...
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