MvnGivenSigmaMatrixPrior {Boom}

Conditional Multivaraite Normal Prior Given Variance

Description

A multivaraite normal prior distribution, typically used as the prior distribution for the mean of multivaraite normal data. The variance of this distribution is proportional to another parameter "Sigma" that exists elsewhere. Usually "Sigma" is the variance of the data.

This distribution is the "normal" part of a "normal-inverse Wishart" distribution.

Usage

MvnGivenSigmaMatrixPrior(mean, sample.size)

Arguments

mean

A vector giving the mean of the prior distribution.

sample.size

A positive scalar. The variance of the distribution is Sigma / sample.size.

Author(s)

Steven L. Scott [e-mail]

References

Gelman, Carlin, Stern, Rubin (2003), "Bayesian Data Analysis", Chapman and Hall.