Extended Natural Conjugate Distributions for the Multinormal Process

Cover Extended Natural Conjugate Distributions for the Multinormal Process
Extended Natural Conjugate Distributions for the Multinormal Process
Albert Ando
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We now show that if an extended Type 1 Normal-Wishart distribution with parameter (m, n, V, v^) is assigned to (ji, h), V(r^ = V(? ) = 4 . S . T-l t"^ t"^ t'] E(y. Y. Y, yj - E^(S ) (10a) where t g is the 76th element of the upper triangular matrix T, T T = V, the sum is over all 1 ' l^ ■ r^l) ^^ 2(a„-4) ^^ ^ "111 ^11 ^1 ^ 2 2' Proof; From (10a) we have - £^(0^2) . (10c) -4v, r -1 ~ -. 4. -4 ~4 and EQ = E([ . Z^ t-^^ y. ]-) = t^^ eGI) ^(.


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