## Quick Reference

An estimation procedure using Bayesian inference. Suppose that the random variables corresponding to *n* sample means are denoted by *Ῡ*_{1}, *Ῡ*_{2},…, *Ῡ** _{n}*. The belief is that each sample is obtained from a population having the same variance,

*σ*

^{2}, but different means,

*μ*

_{1},

*μ*

_{2},…,

*μ*

*, with the means themselves being regarded as observations from a distribution with mean*

_{n}*μ*and variance

*ω*

^{2}. The parameters

*μ*and ω

^{2}are called hyperparameters and are assigned prior distributions referred to as hyperpriors.

*Subjects:*
Probability and Statistics.