How many summaries?

Topic: Conjugate analysis for normal models · more questions on this topic
‹ Find the prior rather than recalling it Full conditionals ›

Let \mu\perp\sigma^2 with the independent priors used above. Write the mean vector and covariance matrix of (\mu,\sigma^2)^{\mathsf T}, stating the moment conditions. Explain why a software command returning the mean should return two numbers, while a general covariance matrix would have four entries even though two off-diagonal entries are zero.

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