Illustration of Bayesian Inference in Normal Data Models Using Gibbs Sampling
Abstract
Use of the Gibbs sampler as a method for calculating Bayesian marginal posterior and predictive densities is reviewed and illustrated with a range of normal data models, including: variance components; unordered an ordered means; hierarchial growth curves, and missing data in a cross-over trial. in all cases the approach is straight forward to specify distributionally, trivial to implement computationally, with output readily adapted for required inference summaries.
Document Details
- Document Type
- Technical Report
- Publication Date
- Sep 06, 1989
- Accession Number
- ADA212630
Entities
People
- Adrian F. Smith
- Alan E. Gelfand
- Amy Racine-poon
- Susan E. Hills
Organizations
- Stanford University