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

Giuseppe De Luca, Franco Peracchi, Jan R. Magnus

Risultato della ricerca: 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.
Lingua originaleEnglish
Numero di pagine11
RivistaCOMMUNICATIONS IN STATISTICS. THEORY AND METHODS
Stato di pubblicazionePublished - 2020

All Science Journal Classification (ASJC) codes

  • Statistics and Probability

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