Article View: sci.math.stat
Article #795Conjugate prior density of Gamma distribution
From: Olivier Siohan
Date: Thu, 21 Jan 1993 13:19
Date: Thu, 21 Jan 1993 13:19
30 lines
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1260 bytes
Hello,
I would like to know what are the conjugate prior densities of a Gamma
distribution.
In other words, if $a$ and $l$ are the parameters of the
following Gamma density:
\[
\gamma(a,l,x) = a^l / \Gamma(l) \times x^{l-1} \times \exp(-a.x)
\]
what are the prior densities of:
a (l is known and fixed),
l (a is known and fixed),
(a,l) (joint conjugate prior density)?
Please answer by e-mail. Thanks in advance,
Olivier
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Path: arc1-ca.pugleaf.net!sparky!uunet!mcsun!julienas!loria!levy.loria.fr!siohan From: siohan@levy.loria.fr (Olivier Siohan) Newsgroups: sci.math.stat Subject: Conjugate prior density of Gamma distribution Message-ID: <768@muller.loria.fr> Date: 21 Jan 93 13:19:23 GMT Sender: news@news.loria.fr Organization: Crin-Inria-Lorraine Lines: 31