Bayesian Updating with Confounded Signals
Neda Farzinnia, Kevin F. McCardle · Communication in Statistics- Theory and Methods · 2010
We develop a Bayesian framework for estimating the means of two random variables when only the sum of those random variables can be observed. Mixture models are proposed for establishing conjugacy between the joint prior distribution and the distribution for observations. Among other desirable features, conjugate distributions allow Bayesian methods to be applied in sequential decision problems.