Bayesian multivariate normal analysis with a wishart prior
Andriëtte Bekker, J. J. J. Roux · Communication in Statistics- Theory and Methods · 1995
This paper considers the Bayesian analysis of the multivariate normal distribution when its covariance matrix has a Wishart prior density under the assumption of a multivariate quadratic loss function. New flexible marginal posterior distributions of the mean μ and of the covariance matrix Σ are developed and univariate cases with graphical representations are given.