Suppose that X1, . . . , Xn are i.i.d. having the normal distribution with mean

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Suppose that X1, . . . , Xn are i.i.d. having the normal distribution with mean μ and precision τ given (μ, τ ). Let (μ, τ ) have the usual improper prior. Let σ'2 = s2n/(n − 1). Prove that the posterior distribution of V = (n − 1)σ'2τ is the χ2 distribution with n − 1 degrees of freedom.
Distribution
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Probability And Statistics

ISBN: 9780321500465

4th Edition

Authors: Morris H. DeGroot, Mark J. Schervish

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