posteriornormal1 {lestat}

Compute the Posterior Distribution for Parameters of One Normal Distribution

Description

Given a vector of data, this function computes the bivariate posteror for the expectation parameter and the logged scale parameter of a normal distribution, assuming that the data represents independent observations from the normal distribution. One assumes a flat prior.

Usage

posteriornormal1(data)

Arguments

data

A vector with data values.

Value

An object representing a bivariate Normal-ExpGamma distribution.

Author(s)

Petter Mostad <[e-mail]>

See Also

posteriornormal2, linearmodel

Examples

data <- simulate(normal(3.3, log(2)), 9)
posteriornormal1(data)
linearmodel(data, designOneGroup(length(data))) #Gives same result