I summarize this based on http://www.cs.ubc.ca/~murphyk/Papers/bayesGauss.pdf
However, there are some questions about this.
- When the mean and variance are both unknown, can I set the prior of of variance a Chi-square distribution? If so, is the posterior normal chi-square distribution?
- I know that wishart distribution is generalization of chi-square distribution, then are there any generalizations of gamma distribution?