Creates the conjugate Normal-Inverse-chi-squared prior for the mean
\(\mu\) and variance \(\sigma^2\) of a normally distributed endpoint in
one group:
$$\mu \mid \sigma^2 \sim N(\mu_0, \sigma^2 / \kappa_0), \quad
\sigma^2 \sim \textrm{Inv-}\chi^2(\nu_0, \sigma_0^2).$$
Usage
prior_nix(mu0, kappa0, nu0, sigma0)
Arguments
- mu0
Prior mean of \(\mu\).
- kappa0
Positive prior sample size for \(\mu\).
- nu0
Positive prior degrees of freedom for \(\sigma^2\).
- sigma0
Positive prior scale of \(\sigma\), on the standard
deviation scale (the scaled inverse chi-squared distribution has scale
parameter sigma0^2).
Value
An object of class c("qdm_prior_nix", "qdm_prior") with
elements mu0, kappa0, nu0 and sigma0.
Examples
prior_nix(mu0 = 0, kappa0 = 1, nu0 = 3, sigma0 = 2)
#> Prior: N-Inv-Chisq(mu0 = 0, kappa0 = 1, nu0 = 3, sigma0 = 2)
