A class of \(t\) posterior distributions with application. (English. Russian original) Zbl 1191.60019
Theory Probab. Appl. 53, No. 1, 161-169 (2009); translation from Teor. Veroyatn. Primen. 53, No. 1, 200-207 (2008).
Summary: 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.
MSC:
| 60E05 | Probability distributions: general theory |
