Posterior moments and quantiles for the normal location model with Laplace prior

Giuseppe De Luca

Research output: Contribution to journal › Article

Abstract

We derive explicit expressions for arbitrary moments and quantiles of the posterior distribution of the location parameter eta in the normal location model with Laplace prior, and use the results to approximate the posterior distribution of sums of independent copies of eta.
Original languageEnglish
Number of pages11
JournalCOMMUNICATIONS IN STATISTICS. THEORY AND METHODS
Publication statusPublished - 2020

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Location Model
Quantile
Posterior distribution
Laplace
Moment
Location Parameter
Arbitrary

Cite this

Posterior moments and quantiles for the normal location model with Laplace prior. / De Luca, Giuseppe.

In: COMMUNICATIONS IN STATISTICS. THEORY AND METHODS, 2020.

Research output: Contribution to journal › Article

De Luca, G 2020, 'Posterior moments and quantiles for the normal location model with Laplace prior', COMMUNICATIONS IN STATISTICS. THEORY AND METHODS.
De Luca G. Posterior moments and quantiles for the normal location model with Laplace prior. COMMUNICATIONS IN STATISTICS. THEORY AND METHODS. 2020.
De Luca, Giuseppe. / Posterior moments and quantiles for the normal location model with Laplace prior. In: COMMUNICATIONS IN STATISTICS. THEORY AND METHODS. 2020.
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