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- Timestamp:
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Jun 14, 2011, 3:52:13 PM (14 years ago)
- Author:
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Víctor de Buen Remiro
- Comment:
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v24
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v25
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148 | 148 | Then it's posible to write this as an special case of multinormal prior over a linear combination of variables taking |
149 | 149 | |
150 | | [[LatexEquation( C=\frac{1}{n-1}\left(\begin{array}{ccccc}n-1 & -1 & \cdots & -1 & -1\\-1 & n-1 & \ddots & \vdots & \vdots\\\vdots & \ddots & \ddots & -1 & -1\\-1 & \cdots & -1 & n-1 & -1\end{array}\right)\in\mathbb{R}^{\left(k-1\right)\times k} )]] |
| 150 | [[LatexEquation( C=\frac{1}{k-1}\left(\begin{array}{ccccc}k-1 & -1 & \cdots & -1 & -1\\-1 & k-1 & \ddots & \vdots & \vdots\\\vdots & \ddots & \ddots & -1 & -1\\-1 & \cdots & -1 & k-1 & -1\end{array}\right)\in\mathbb{R}^{\left(k-1\right)\times k} )]] |
151 | 151 | |
152 | 152 | [[LatexEquation( \mu=C\beta=\left(\begin{array}{c}0\\0\\\vdots\\0\end{array}\right)\in\mathbb{R}^{k} )]] |
153 | 153 | |
154 | | [[LatexEquation( \Sigma=\sigma^{2}CC^{T}=\frac{n\sigma^{2}}{\left(n-1\right)^{2}}\left(\begin{array}{cccc}n-1 & -1 & \cdots & -1\\-1 & n-1 & \ddots & \vdots\\\vdots & \ddots & \ddots & -1\\-1 & \cdots & -1 & n-1\end{array}\right)\in\mathbb{R}^{\left(k-1\right)\times\left(k-1\right)} )]] |
| 154 | [[LatexEquation( \Sigma=\sigma^{2}CC^{T}=\frac{k\sigma^{2}}{\left(k-1\right)^{2}}\left(\begin{array}{cccc}k-1 & -1 & \cdots & -1\\-1 & k-1 & \ddots & \vdots\\\vdots & \ddots & \ddots & -1\\-1 & \cdots & -1 & k-1\end{array}\right)\in\mathbb{R}^{\left(k-1\right)\times\left(k-1\right)} )]] |
155 | 155 | |
156 | 156 | |