Bayesian analysis of a linear single equation model with an inverse Gaussian prior

Samir K. Battacharya; Ram Lal; Anoop Chaturvedi

doi:10.6092/issn.1973-2201/899

Bayesian analysis of a linear single equation model with an inverse Gaussian prior

Authors

Samir K. Battacharya Allahabad University
Department of Mathematics and Statistics
Ram Lal Allahabad Agricultural Institute
Anoop Chaturvedi Allahabad University
Department of Mathematics and Statistics

DOI:

https://doi.org/10.6092/issn.1973-2201/899

Abstract

In this paper, the Bayesian analysis of a linear single equation econometric model is carried out by using a multinormal prior density for the vector of unknown regression coefficients and an inverse Gaussian prior density for the variance of the disturbances.

How to Cite

Battacharya, S. K., Lal, R., & Chaturvedi, A. (1992). Bayesian analysis of a linear single equation model with an inverse Gaussian prior. Statistica, 52(2), 177–182. https://doi.org/10.6092/issn.1973-2201/899