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Everything about Normal-gamma distribution

Family of continuous probability distributions

In probability theory and statistics, the normal-gamma distribution is a bivariate four-parameter family of continuous probability distributions. It is the conjugate prior of a normal distribution with unknown mean and precision. Wikipedia →

🧭 Start here: a 6-step reading path

  1. Read the overview: Normal-gamma distributionA 5-minute orientation
  2. Skim a recent paper: A Novel Heavy-Tailed Kalman Filter Based on Normal-Exponential-Gamma DistributionInfluential work since 2022
  3. Pick up a classic book: Bulletin of the United States Army Medical DepartmentThe most-reprinted book on the subject
  4. Read the landmark paper: On characterizing the gamma and the normal distributionCited 161 times
  5. Go sideways: Variational Bayesian methodsA closely related topic
  6. Go sideways: Exponential distributionA closely related topic

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🏆 Landmark papers (most cited)

🆕 Influential since 2022

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