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Conjugate exponential family priors for exponential family likelihoods. (English) Zbl 0811.62018

Summary: General classes of conjugate exponential family priors are identified for exponential family likelihoods. Both joint and conditional specification of the priors are discussed. The normal and inverse Gaussian cases provide illustrations.

MSC:

62E10 Characterization and structure theory of statistical distributions
62F15 Bayesian inference
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References:

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