The 19 Densities of the Hierarchical Bayes Model with Two Conditional Levels
Journal Title: Asian Research Journal of Mathematics - Year 2017, Vol 6, Issue 1
Abstract
There are 19 densities involved in the hierarchical Bayes model with two conditional levels, in which the 3 densities, that is, the likelihood function, the first level prior density, and the secondlevel prior density, are known densities. We have written the 16 unknown densities in terms of the 3 known densities in a theorem which is very handy for practitioners and researchers interested in the hierarchical Bayes model with two conditional levels. Finally, we apply the theorem to a specific hierarchical normal Bayes model with two conditional levels and obtain the functional forms of the 16 unknown densities. Moreover, we figure out the exact distributions of the 16 densities, which are one-, two-, or three-dimensional normal distributions.
Authors and Affiliations
Ying-Ying Zhang, Teng-Zhong Rong, Man-Man Li
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