Module 3.5: The normal model: joint inference for mean and variance

Required:

• A First Course in Bayesian Statistical Methods by Peter D. Hoff.:
  • Section 5.3: Joint inference for the mean and variance
  • Section 5.5: Prior specification based on expectations

Optional:

• Bayesian Data Analysis (Third Edition) by Andrew Gelman, John Carlin, Hal Stern, David Dunson, Aki Vehtari, and Donald Rubin.:
  • Section 3.3: Normal data with a conjugate prior distribution