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Multiplicative Variance Growth Model

If the variance for the model is multiplicative, then the calculations change slightly. The same prior applies, but the posterior for tex2html_wrap_inline3365 may be calculated as follows, where the number of timepoints observed is n ;

displaymath3373

and noting that in this case

equation1487

The posterior will also be inverse gamma, since

eqnarray1497

where

equation1558



Cathal Walsh
Sat Jan 22 17:09:53 GMT 2000