Conjugate prior density of Gamma distribution

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1 total messages Started by Olivier Siohan Thu, 21 Jan 1993 13:19

#795

Author: Olivier Siohan
Date: Thu, 21 Jan 1993 13:19

30 lines
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     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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