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Current Trends in Bayesian Methodology with Applications
book

Current Trends in Bayesian Methodology with Applications

by Satyanshu K. Upadhyay, Umesh Singh, Dipak K. Dey, Appaia Loganathan
May 2015
Intermediate to advanced content levelIntermediate to advanced
680 pages
22h 33m
English
Chapman and Hall/CRC
Content preview from Current Trends in Bayesian Methodology with Applications
624 Current Trends in Bayesian Methodology with Applications
computing toolbox and the hardware is a computer with two 2,496-core GPUs
(though in our implementation, we use only up to 1,000 cores).
30.3.1 Linear regression model with Student-t error
Consider a linear regression model with the Student-t erro r distribution as
follows
y
i
= x
i
β + σǫ
i
for i = 1, ..., n, (30.1)
where y
i
is the scalar dependent observa tion i, x
i
= (1 x
1i
x
2i
) is a row vector
of c ovariates, β is a column vector of length 3, σ is the scale par ameter, ǫ
i
is an error term which follows an independent standard Student-t, St(0, 1, ν)
distribution with ν (2 , 30) degrees of freedom. ...
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Publisher Resources

ISBN: 9781482235128