A multivariate normal prior distribution formed by the product of independent normal margins.
MvnDiagonalPrior(mean.vector, sd.vector)
A vector giving the mean of the prior distribution.
The standard deviations of the components in the distribution. I.e. the square root of the diagonal of the variance matrix.
Steven L. Scott steve.the.bayesian@gmail.com
Gelman, Carlin, Stern, Rubin (2003), "Bayesian Data Analysis", Chapman and Hall.