Luo, Wei; Altman, Naomi S. - In: Statistics & Probability Letters 83 (2013) 2, pp. 650-654
It is often convenient to assume that X and X|Y are in the same exponential family. By considering X as the “parameter” and Y as the “data”, the problem becomes determining which exponential families X|Y have conjugate priors. We develop a necessary condition for conjugacy....