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}\,e^\,e^}| cdf =| mean =〔Bernardo & Smith (1993, p.434)〕 | median = | mode = | variance =〔 | skewness =| kurtosis =| entropy =| mgf =| char =| }} In probability theory and statistics, the normal-gamma distribution (or Gaussian-gamma distribution) is a bivariate four-parameter family of continuous probability distributions. It is the conjugate prior of a normal distribution with unknown mean and precision.〔Bernardo & Smith (1993, pages 136, 268, 434)〕 ==Definition== For a pair of random variables, (''X'',''T''), suppose that the conditional distribution of ''X'' given ''T'' is given by : meaning that the conditional distribution is a normal distribution with mean and precision — equivalently, with variance Suppose also that the marginal distribution of ''T'' is given by : where this means that ''T'' has a gamma distribution. Here λ, α and β are parameters of the joint distribution. Then (''X'',''T'') has a normal-gamma distribution, and this is denoted by : 抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Normal-gamma distribution」の詳細全文を読む スポンサード リンク
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