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fl
Posts:
99
Registered:
10/8/05


What meaning of conjugate with two distributions?
Posted:
Apr 15, 2014 9:27 PM


Hi,
I read the following text from an online tutorial. I do not understand conjugate between two distributions. I only know conjugate for complex numbers. Could you explain it to me? Thanks a lot.
As an introduction to MCMCsimulatiom, we will consider the situation with normally distributed data with unknown mean and variance. As we have seen in the lectures and in the book, Section 3.3, the family of NormalInverse?^2distributions is conjugate for the parameter vector ? = (µ, ?2) in the normal distribution.



