On the relationship between a Gamma distributed precision parameter and the associated standard deviation in the context of Bayesian parameter inference
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.
- Publication:
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arXiv e-prints
- Pub Date:
- January 2021
- DOI:
- 10.48550/arXiv.2101.06289
- arXiv:
- arXiv:2101.06289
- Bibcode:
- 2021arXiv210106289E
- Keywords:
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- Statistics - Methodology;
- Computer Science - Machine Learning