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A compendium of conjugate distributions

On many occasions it’s handy to have a list of conjugate prior distributions. Several books have it, but if you’re typing away on a beach somewhere, let me provide some links:

John Cook’s summary of univariate conjugate prior relationships:


John links to another two good sources: Wikipedia and to Daniel Fink’s “A Compendium of Conjugate Priors”.

John Cook also has a clickable diagram of distribution relationships, a subset of a much larger one by Leemis and McQueston (click to enlarge):


(Material found via LingPipe’s introduction to Bayesian statistics, thanks Bob.)

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