On the relationship between a Gamma distributed precision parameter and
the associated standard deviation in the context of Bayesian parameter
inference
- URL: http://arxiv.org/abs/2101.06289v1
- Date: Fri, 15 Jan 2021 20:07:12 GMT
- Title: On the relationship between a Gamma distributed precision parameter and
the associated standard deviation in the context of Bayesian parameter
inference
- Authors: Manuel M. Eichenlaub
- Abstract summary: In Bayesian inference, an unknown measurement uncertainty is often quantified in terms of a Gamma distributed precision parameter.
This paper introduces a method for transforming between a gamma distributed precision parameter and the distribution of the associated standard deviation.
- Score: 0.0
- License: http://creativecommons.org/licenses/by-nc-nd/4.0/
- Abstract: In Bayesian inference, an unknown measurement uncertainty is often quantified
in terms of a Gamma distributed precision parameter, which is impractical when
prior information on the standard deviation of the measurement uncertainty
shall be utilised during inference. This paper thus introduces a method for
transforming between a gamma distributed precision parameter and the
distribution of the associated standard deviation. The proposed method is based
on numerical optimisation and shows adequate results for a wide range of
scenarios.
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