This report is intended as a tutorial derivation of the Bayesian marginal likelihood/probability corresponding to multivariate Gaussian (Normal) models and conjugate priors, which are Gaussian for the mean vector and Inverse Wishart for the covariance matrix. While we have found this result stated elsewhere, we have not found an easily accessible treatment of its derivation allowing various
terms to be easily interpreted unambiguously and so on. We hope that what is presented here will be at least somewhat usefull in filling this apparent void.
By: Byron Dom, Alex Cozzi
Published in: RJ10202 in 2000
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