Module 4.3: Multivariate normal model III

Required:

• A First Course in Bayesian Statistical Methods by Peter D. Hoff.:
  • Section 7.4: Gibbs sampling of the mean and covariance

Optional:

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