An approximation to the poly-t distribution |
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| Authors: | Broemeling Lyle Yusoff Abdullah Mat |
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| Affiliation: | Oklahoma State University , Stillwater, Oklahoma, 74078 |
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| Abstract: | This investigation examines an approximation to the poly-t distribution, which often occurs in the Bayesian analysis of a linear model. The approximation allows one to compute the mean vector and dispersion matrix of any k/0 multivariate poly-t distribution in such a way that only univariate and bivariate numerical integrations are required. A numerical study depicts the advantages and disadvantages of the approximation. |
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| Keywords: | Univariate and bivariate numerical integration Bayesian analysis of linear models |
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