Some posterior distributions for the normal mean

Abstract

Two posterior distributions for the mean of the normal distribution are obtained by deriving the distributions of the product XY and the ratio X/Y when X and Y are normal and Student's t random variables distributed independently of each other. Estimation of the associated credible intervals is considered and computer programs are provided for generating them.

Keywords:

• computer programs
• MAPLE
• normal distribution
• posterior distribution
• student's t distribution

1990 AMS Subject Classifications :

• 33C90
• 62E99

Acknowledgements

The author thanks the editor and the referee for careful reading of the paper and for their comments which greatly improved the paper.