Conjugate Prior for Variance of Normal Distribution with known mean

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  • เผยแพร่เมื่อ 24 ธ.ค. 2024

ความคิดเห็น • 16

  • @garikco
    @garikco 2 ปีที่แล้ว +1

    This is super helpful. Much clearer than my graduate econometrics course

  • @TuNguyen-ox5lt
    @TuNguyen-ox5lt 6 ปีที่แล้ว

    it really helps me a lot . I stucked when i got to find posterior distribution for mu with unknown mu and variance . I just figured out when i saw your video . Thanks

  • @rolfjohansen5376
    @rolfjohansen5376 3 ปีที่แล้ว

    I am able to do the likelihood, but I am looking for the formula calculating the prior distribution for the gaussian mean parameter .....!!

    • @deetoher
      @deetoher  3 ปีที่แล้ว +1

      Is this the one you are looking for?
      It works on the basis of a known variance.
      th-cam.com/video/c-d05z0_5mw/w-d-xo.html

    • @rolfjohansen5376
      @rolfjohansen5376 3 ปีที่แล้ว

      @@deetoher your reply is chockingly fast, I will take a look at and try to grasp how the prior was constructed ... thanks

    • @rolfjohansen5376
      @rolfjohansen5376 3 ปีที่แล้ว

      @@deetoher saw your vid, from my beginning perspective I understand now that the prior is a distribution without data , but shall combined with a likelihood to be able to manipulate data. I was a little confused at first as priors are something you choose and they got types and properties (example: conjugate priors are good for updating information, proper/improper priors). I did not get a clear picture why you did choose exactly "that" prior , or why you preferred it in this setting based on certain needs you might have. Thanks! (now a subscriber)

  • @uhaankuku
    @uhaankuku 6 ปีที่แล้ว

    how can we show that the wishart distribution is a conjugate prior of the multi variate normal distribution

  • @jbboyne
    @jbboyne 2 หลายเดือนก่อน

    Bayesian stats made me multiply multivariate probability density functions by other PDFs, and I'm still mad about it.

  • @nshmr1
    @nshmr1 4 ปีที่แล้ว

    This is great!

  • @thyenchen2765
    @thyenchen2765 3 ปีที่แล้ว

    really useful

  • @viperz301
    @viperz301 4 ปีที่แล้ว

    THANK YOU

  • @nikky2609
    @nikky2609 3 ปีที่แล้ว

    Thanks this is great

  • @jinsillee21
    @jinsillee21 7 ปีที่แล้ว

    Thank you so much!

  • @lemyul
    @lemyul 5 ปีที่แล้ว

    thank you

  • @josephsantarcangelo9310
    @josephsantarcangelo9310 8 ปีที่แล้ว

    Thanks !