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Article #795

Conjugate prior density of Gamma distribution

#795
From: Olivier Siohan
Date: Thu, 21 Jan 1993 13:19
30 lines
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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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
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