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

1

Arguments

data

A vector with data values.

Value

An object representing a bivariate Normal-ExpGamma distribution.

Author(s)

Petter Mostad <mostad@chalmers.se>

See Also

posteriornormal2, linearmodel

Examples

1
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