A simulation study to compare reference and other priors in the case of a standard univariate Student t-distribution
AJ van der Merwe, MJ von Maltitz, JH Meyer… - South African …, 2022 - journals.co.za
In this paper, reference and probability-matching priors are derived for the univariate
Student t-distribution. These priors generally lead to procedures with properties frequentists …
Student t-distribution. These priors generally lead to procedures with properties frequentists …