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Math Help - Determining the marginal prior density

  1. #1
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    Determining the marginal prior density

    Given (mu,tau)~normal-gamma(2.7,1.08,4,0.2916)

    I have worked out the posterior distribution to be
    (mu,tau)~normal-gamma(2.47,28.08,17.5,0.42)

    From this i have also worked out the means and standard deviations.

    I am asked to determine the marginal prior and posterior densities for sigma(which is 1/(square root tau)) and I have to use the theory

    f(y)=f(g^-1(y)) d/dy (g^-1(y))

    I'm not quite sure how to start.

    Do I start with the marginal prior density for the marginal tau~(17.5,0.42)?

    Many Thanks
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  2. #2
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    your posterior dist is wrong, i think it should be 1.44 instead of 0.42
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