Intro to Bayesian Linear Model
Foreword
1
Introduction
1.1
Linear model
1.2
Maximum likelihood estimation (MLE) approach
1.2.1
Distribution of
\(\hat{\boldsymbol \beta}\)
1.2.2
Distribution of
\(\hat\sigma^2\)
1.3
Bayesian approach
1.3.1
\(\sigma^2\)
is known
1.3.2
\(\sigma^2\)
is unknown
2
Monte Carlo Simulation
References
Caleb Jin|金时强
Bayesian Linear Model
References