Extended Natural Conjugate Distributions for the Multinormal Process

Albert Ando

The book Extended Natural Conjugate Distributions for the Multinormal Process was written by author Albert Ando Here you can read free online of Extended Natural Conjugate Distributions for the Multinormal Process book, rate and share your impressions in comments. If you don't know what to write, just answer the question: Why is Extended Natural Conjugate Distributions for the Multinormal Process a good or bad book?

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We now show that if an extended Type 1 Normal-Wishart distribution with parameter (m, n, V, v^) is assigned to (ji, h), V(r^ = V(? ) = 4 . S . T-l t"^ t"^ t'] E(y. Y. Y, yj - E^(S ) (10a) where t g is the 76th element of the upper triangular matrix T, T T = V, the sum is over all 1 ' l^ ■ r^l) ^^ 2(a„-4) ^^ ^ "111 ^11 ^1 ^ 2 2' Proof; From (10a) we have - £^(0^2) . (10c) -4v, r -1 ~ -. 4. -4 ~4 and EQ = E([ . Z^ t-^^ y. ]-) = t^^ eGI) ^(.

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