Definition
For a pair of random variable, (X,T), suppose that the conditional distribution of X given T is given by
where this mean that the condition distribution is a normal distribution with mean and precision — equivalently, with variance
Suppose also that the marginal distribution of T is given by
where this means that T has a gamma distribution. Here λ, α and β are parameters of the joint distribution.
Then (X,T) has a normal-gamma distribution, and this is denoted by
Read more about this topic: Normal-gamma Distribution
Famous quotes containing the word definition:
“It is very hard to give a just definition of love. The most we can say of it is this: that in the soul, it is a desire to rule; in the spirit, it is a sympathy; and in the body, it is but a hidden and subtle desire to possess—after many mysteries—what one loves.”
—François, Duc De La Rochefoucauld (1613–1680)
“The man who knows governments most completely is he who troubles himself least about a definition which shall give their essence. Enjoying an intimate acquaintance with all their particularities in turn, he would naturally regard an abstract conception in which these were unified as a thing more misleading than enlightening.”
—William James (1842–1910)
“... if, as women, we accept a philosophy of history that asserts that women are by definition assimilated into the male universal, that we can understand our past through a male lens—if we are unaware that women even have a history—we live our lives similarly unanchored, drifting in response to a veering wind of myth and bias.”
—Adrienne Rich (b. 1929)