Dear Bugs Users,
I am wondering what is the prior distribution of a covariance matrix terms
when I choose the precision matrix to follow a prior wishart distribution.
If T~dwish(n,R) then E(S=pow(T,-1))=(1/(n-p-1))*R, if n>p+1 ("Multivariate
normal nodes'' section of the Classic BUGS manual (version 0.50)).
But what is the prior expectation of S if n=p (non-informative prior) ?
Simulations with winbugs show me high density regions near -1 or 1 for the
correlation terms.
Does the prior distribution of S exists and does it make sense to simulate
it ?
Thanks for any help.
Etienne Le Bihan
ACTA Informatique
149, rue de Bercy
75595 Paris Cedex 12
Tel : 01.40.04.50.25
mailto:[log in to unmask]
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