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

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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

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title = "Posterior moments and quantiles for the normal location model with Laplace prior",
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.",
author = "{De Luca}, Giuseppe",
year = "2020",
language = "English",
journal = "Communications in Statistics - Theory and Methods",
issn = "0361-0926",
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T1 - Posterior moments and quantiles for the normal location model with Laplace prior

AU - De Luca, Giuseppe

PY - 2020

Y1 - 2020

N2 - 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.

AB - 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.

UR - http://hdl.handle.net/10447/392847

M3 - Article

JO - Communications in Statistics - Theory and Methods

JF - Communications in Statistics - Theory and Methods

SN - 0361-0926

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