Sumários
Lecture 11
5 Maio 2022, 09:00 • Rui Paulo
Full conditional of the precision in the context of the semi-conjugate prior of the normal model.
Implementation of the Gibbs sampler in the context of the normal model with semi-conjugate prior.
The Gibbs sampler algorithm in general and Markov chain Monte Carlo approximation. Properties. The equivalent sample size.
Lecture 9
21 Abril 2022, 09:00 • Rui Paulo
The normal model: conjugate prior for the joint inference for mean and variance.