S. Nadarajah, S. Kotz, “A Class of <nobr>$t$</nobr> Posterior Distributions with Application”, Teor. Veroyatnost. i Primenen., 2008, Volume 53, Issue 1,Pages <nobr>200

Short Communications

A Class of $t$ Posterior Distributions with Application

S. Nadarajah^a, S. Kotz^b

^a University of Manchester, Department of Mathematics
^b George Washington University

Abstract: A class of posterior distributions is derived for the location parameter of some chosen populations. The Student $t$ prior is assumed for the scale parameter. The calculations involve several special functions. An application is described to discrete cosine transform (DCT) coefficient distributions.

Keywords: discrete cosine transformation, location parameter, posterior distribution, Student's $t$ distribution.

Received: 06.01.2005
Revised: 20.12.2007

Language: English

DOI: 10.4213/tvp2495