数学物理学报(英文版) ›› 2010, Vol. 30 ›› Issue (1): 330-340.doi: 10.1016/S0252-9602(10)60049-5

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SOME POSTERIOR DISTRIBUTIONS FOR THE LAPLACE MEAN

  

  1. School of Mathematics, University of Manchester, Manchester M13 9PL, UK
  • 收稿日期:2006-08-15 修回日期:2008-04-24 出版日期:2010-01-20 发布日期:2010-01-20

SOME POSTERIOR DISTRIBUTIONS FOR THE LAPLACE MEAN

  1. School of Mathematics, University of Manchester, Manchester M13 9PL, UK
  • Received:2006-08-15 Revised:2008-04-24 Online:2010-01-20 Published:2010-01-20

摘要:

Two posterior distributions for the mean of the Laplace distribution are obtained by deriving the distributions of the product XY and the ratio X/Y when X and Y are Student's t and Laplace random variables distributed independently of each other. Tabulations of the associated percentage points are given along with computer programs for generating them.

关键词: Laplace distribution, posterior distribution for the Laplace mean, product of random variables, ratio of random variables

Abstract:

Two posterior distributions for the mean of the Laplace distribution are obtained by deriving the distributions of the product XY and the ratio X/Y when X and Y are Student's t and Laplace random variables distributed independently of each other. Tabulations of the associated percentage points are given along with computer programs for generating them.

Key words: Laplace distribution, posterior distribution for the Laplace mean, product of random variables, ratio of random variables

中图分类号: 

  • 33C90