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Simple approximations for location and ANOVA models with non-conjugate priors

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Summary

Consider a Normal likelihood with unknown mean and variance and consider a prior given by the product of a Student-t for the mean and a non-informative prior for the variance. The resulting posterior for the mean is proportional to the product of two Student-t densities. Approximations are given for the posterior moments of such a density by recalling the fact that the Student-t is a scale mixture of Normals and performing appropriate Taylor expansions. Extensions in can be obtained for a one-way random effects model and its applications in meta-analysis.

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Authors and Affiliations

  1. Centro de Estadística y Software Matemático, Universidad Simón Bolívar, Apartado 89.000, Caracas, Venezuela

    B. Sansó

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  1. B. Sansó
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Sansó, B. Simple approximations for location and ANOVA models with non-conjugate priors. Test 6, 119–126 (1997). https://doi.org/10.1007/BF02564429

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  • DOI: https://doi.org/10.1007/BF02564429

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