Abstract: We consider the
Bayesian version of the location-scale Student’s tmodel with non-informative prior on the location vector and
the scale matrix
Direct analysis of the resulting posterior distribution of
is challenging and MCMC methods have been developed in the literature to
make draws from this intractable density. In this paper, we propose a method for
obtaining an independent and identically distributed (iid) sample from the
target posterior density based on the accept-reject method.
Keywords and phrases: accept-reject, Student’s t model.