July 1, 1964

Comments on a Posterior Distribution of Geisser and Cornfield

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Resumen

Summary No asymptotic justification based on convergence in probability can be found for the Fisher-Cornish density as a posterior density for the mean of a multivariate normal distribution in contrast to the univariate case.

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Cite This Study

M. Stone (Wed,) studied this question.

synapsesocial.com/papers/6a20a343e307124fcfcd35b7 https://doi.org/https://doi.org/10.1111/j.2517-6161.1964.tb00559.x

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1On a Paradox Concerning Inference About a Convariance Matrix1963 · 13 citations
2Introduction to Multivariate Statistical Analysis.1959 · 3,928 citations
3An Introduction to Multivariate Statistical Analysis1986 · 9,264 citations
4The Posterior $t$ Distribution1963 · 16 citations
5Posterior Distributions for Multivariate Normal Parameters1963 · 147 citations

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