8. Some Aspects of Multivariate Analysis

  1. George E.P. Box1 and
  2. George C. Tiao2

Published Online: 25 JAN 2011

DOI: 10.1002/9781118033197.ch8

Bayesian Inference in Statistical Analysis

Bayesian Inference in Statistical Analysis

How to Cite

Box, G. E.P. and Tiao, G. C. (1992) Some Aspects of Multivariate Analysis, in Bayesian Inference in Statistical Analysis, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9781118033197.ch8

Author Information

  1. 1

    University of Wisconsin

  2. 2

    University of Chicago

Publication History

  1. Published Online: 25 JAN 2011
  2. Published Print: 6 APR 1992

ISBN Information

Print ISBN: 9780471574286

Online ISBN: 9781118033197

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Keywords:

  • univariate model;
  • likelihood function;
  • prior distribution;
  • posterior distribution;
  • Wishart distribution

Summary

This chapter contains sections titled:

  • Introduction

  • A General Multivariate Normal Model

  • Linear Multivariate Models

  • Inferences about θ for the Case of a Common Derivative Matrix X

  • Some Aspects of the Distribution of Σ for the Case of a Common Derivative Matrix X

  • A Summary of Formulae and Calculations for Making Inferences about (θ, Σ)