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 language | English |
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Pages (from-to) | 4039-4049 |
Number of pages | 11 |
Journal | COMMUNICATIONS IN STATISTICS. THEORY AND METHODS |
Volume | 50 |
Publication status | Published - 2021 |
All Science Journal Classification (ASJC) codes
- Statistics and Probability