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Changes between Version 20 and Version 21 of OfficialTolArchiveNetworkBysPrior


Ignore:
Timestamp:
Dec 28, 2010, 10:50:41 AM (14 years ago)
Author:
Víctor de Buen Remiro
Comment:

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  • OfficialTolArchiveNetworkBysPrior

    v20 v21  
    134134
    135135 [[LatexEquation( \left(\frac{\partial^{2}L\left(x\right)}{\partial x_{i}\partial x_{j}}\right)_{i,j=1\ldots n}=-\Sigma^{-1} )]]
    136  
    137 
    138 === Inverse chi-square prior ===
    139 
    140 In a model with normal residuals is permissible to award the unknown variance an
    141 inverse chi-square distribution with scale parameter equal to the average of
    142 squares of residuals and freedom degrees the data length.
    143 
    144 The likelihood is now the scalar function
    145 
    146  [[LatexEquation( lk\left(x\right)=\frac{\left(\frac{\nu}{2}\right)^{\frac{\nu}{2}}}{\Gamma\left(\frac{\nu}{2}\right)}x^{-\frac{\nu}{2}-1}e^{-\frac{\nu}{2x}} )]]
    147  
    148 with the domain constrain
    149  
    150  [[LatexEquation( x \ge 0 )]]
    151 
    152 The log-likelihood is
    153  
    154  [[LatexEquation( L\left(x\right)=\frac{\nu}{2}\ln\left(\frac{\nu}{2}\right)-\ln\left(\Gamma\left(\frac{\nu}{2}\right)\right)-\left(\frac{\nu}{2}+1\right)x-\frac{\nu}{2x} )]]
    155 
    156 The first derivative is
    157  
    158  [[LatexEquation( \frac{dL\left(x\right)}{dx}=-\left(\frac{\nu}{2}+1\right)+\frac{\nu}{2x^{2}} )]]
    159 
    160 The second derivative is
    161  
    162  [[LatexEquation( \frac{d^{2}L\left(x\right)}{d^{2}x}=-\frac{\nu}{6x^{3}} )]]
    163  
    164136
    165137
     
    171143as in the case of latent variables in hierarquical models
    172144
    173 [[LatexEquation( x_{i}\sim N\left(x_{1},\sigma\right)\forall i=2\ldots n )]]
     145[[LatexEquation( x_{i}\sim N\left(x_{1},\sigma^2\right)\forall i=2\ldots n )]]
    174146
    175147Then we can define a variable transformation like this