SOME POSTERIOR DISTRIBUTIONS FOR THE LAPLACE MEAN
Two posterior distributions for the mean of the Laplace distribution are ob-tained by deriving the distributions of the product XY and the ratio X/Y when X and Y are Student's t and Laplace random variables distributed independently of each other.Tabulations of the associated percentage points are given along with computer programs for generating them.
作 者: Saralees Nadarajah 作者单位: School of Mathematics, University of Manchester, Manchester M13 9PL, UK 刊 名: 数学物理学报(英文版) ISTIC SCI 英文刊名: ACTA MATHEMATICA SCIENTIA 年,卷(期): 2010 30(1) 分类号: O1 关键词: Laplace distribution posterior distribution for the Laplace mean product of random variables ratio of random variables