Module 4.2: Multivariate normal model II

Required:

• A First Course in Bayesian Statistical Methods by Peter D. Hoff.:
  • Section 7.2: A semiconjugate prior distribution for the mean
  • Section 7.3: The inverse-Wishart distribution

Optional:

• Bayesian Data Analysis (Third Edition) by Andrew Gelman, John Carlin, Hal Stern, David Dunson, Aki Vehtari, and Donald Rubin.:
  • Section 3.5: Multivariate normal model with known variance
  • Section 3.6: Multivariate normal with unknown mean and variance