Bayesian Update for A Normal Distribution with Known and Unknown Variance

This application is developed by: J. Jack Lee and Ying-Wei Kuo

Department of Biostatistics, MD Anderson Cancer Center, Houston, TX 77030

PID:865; v1.0.5.2 ; Last Updated: 06/14/2019

Unknown Variance: Data Update

Credible Interval Coverage (%)

Prior Parameters

Mean of Mean ( \(\mu_0\))

Size of Mean ( \(n_0\))

Inv-gamma of Var, Shape \(a\)

Inv-gamma of Var, Scale \(b\)

Sample Values:

Data Point

Summary

Sample Mean

Sample Std Dev

Sample Size

Display Confidence Interval Coverage (%) for Sample Mean

Sample

(separate by a comma)

Unknown Variance: Vary Prior

Credible Interval Coverage (%)

Prior Parameters

Mean of Mean ( \(\mu_0\))

Size of Mean ( \(n_0\))

Inv-gamma of Var, Shape \(a\)

Inv-gamma of Var, Scale \(b\)

Sample Values:

Data Point

Summary

Sample Mean

Sample Std Dev

Sample Size

Display Confidence Interval Coverage (%) for Sample Mean

Sample

(separate by a comma)

Known Variance: Data Update

Credible Interval Coverage (%)

Prior Parameters

Mean of Mean ( \(\mu_0\))

Var of Mean ( \(\sigma_0^2\))

Sample True Var ( \(\sigma^2\))

Sample Values:

Data Point

Summary

Sample Mean

Sample Size

Display Confidence Interval Coverage (%) for Sample Mean

Sample

(separate by a comma)

Known Variance: Vary Prior

Credible Interval Coverage (%)

Prior Parameters

Mean of Mean ( \(\mu_0\))

Var of Mean ( \(\sigma_0^2\))

Sample True Var ( \(\sigma^2\))

Sample Values:

Data Point

Summary

Sample Mean

Sample Size

Display Confidence Interval Coverage (%) for Sample Mean

Sample

(separate by a comma)

Unknown Variance: Data Update
Unknown Variance: Vary Prior