Daniels M.J., Hogan J.W. Missing Data in Longitudinal Studies: Strategies for Bayesian Modeling and Sensitivity Analysis

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270 DISTRIBUTIONS

where

c(ν, q)=



νq/2

q(q−1)/4



i=1



q +1− i

−1

S and A are positive deﬁnite, and ν ≥ q.TheWishartdistribution is fre-

quently used as a prior for an inverse covariance matrix. It has mean E(S)=

νA.

Uniform Y ∼ Unif(a, b)

The uniform distribution has density

p(y | a, b)=

b − a

where a ≤ y ≤ b and −∞ <a<b<∞.

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