marginal_sigma_ums_flat_prior#

agabpylib.posteriors.meanvarnormal.marginal_sigma_ums_flat_prior(n, V, sigma)#

Calculate the marginal posterior distribution of \(\sigma\) for the case of unknown mean and unknown standard deviation.

Parameters:
  • n (int) – The number of data points \(x_i\)

  • V (float) – The data variance \(\sum(x_i-\bar{x})^2/n\)

  • sigma (float array) – 1D-array of \(\sigma\) values

Returns:

lnP – The value of ln(posterior) at each grid point.

Return type:

float array