Bayes, Hilbert, and Least Squares,
MISSOURI UNIV COLUMBIA
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Stein 1950 and Rao 1965 show that much of the theory of least squares can be extended to abstract spaces. Lindley 1965, 1972 observes that the usual F test procedures can be derived from the Bayesian point of view by assuming vague prior knowledge of the parameters. These two ideas are discussed so as to be better known by statisticians interested in the general linear hypothesis.
- Statistics and Probability