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

Giuseppe De Luca, Franco Peracchi, Jan R. Magnus

Research output: Contribution to journalArticlepeer-review

1 Citation (Scopus)

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
Pages (from-to)4039-4049
Number of pages11
JournalCOMMUNICATIONS IN STATISTICS. THEORY AND METHODS
Volume50
Publication statusPublished - 2021

All Science Journal Classification (ASJC) codes

  • Statistics and Probability

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