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:
“I’m beginning to think that the proper definition of “Man” is “an animal that writes letters.””
—Lewis Carroll [Charles Lutwidge Dodgson] (1832–1898)
“One definition of man is “an intelligence served by organs.””
—Ralph Waldo Emerson (1803–1882)
“It’s a rare parent who can see his or her child clearly and objectively. At a school board meeting I attended . . . the only definition of a gifted child on which everyone in the audience could agree was “mine.””
—Jane Adams (20th century)