Bayesian Analysis of the Linear Model Subject to Linear Inequality Constraints.

摘要

This paper considers the general linear model when the parameter space is subject to linear inequalities. Four examples satisfying the assumptions are given. A Bayesian Analysis of this model is presented using a natural conjugate prior density of the mixed type. An analysis is given for the case that prior information about the parameters is vague. The Bayesian and sampling methods of model selection are compared in the case when little is known a priori. (Author)