September 2012
Intermediate to advanced
486 pages
10h 41m
English
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8.6 The general linear model revisited
8.6.1 An informative prior for the general linear model
This section follows on from Section 6.7 on ‘The general linear model’ and like that section presumes a knowledge of matrix theory.
We suppose as in that section that
(where 
is r-dimensional, so 
is 
), but this time we take a non-trivial prior for 
, namely
(where 
is s-dimensional, so 
is 
). If the hyperparameters are known, we may as well take r=s and 
, and in practice dispense with , but although for ...