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May 25, 2013 at 23:17 history edited soakley CC BY-SA 3.0
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May 25, 2013 at 19:12 comment added eldodo42 Thank you. You're right -- after thinking about it for a while I realize my objective is not achievable. Treating the samples as entirely separate RVs dos not give us any population to argue about, and thus we need to assign posterior distributions, as you suggest. However, my application would probably do badly with posterior distributions. Instead, I opt to make some assumptions on the $\mu_i$'s -- to assume they are independently chosen from a distribution. This is not perfect for my application, but it'll probably do. I'll opt to edit the original question. Thank you! for the answer!
May 24, 2013 at 1:03 history answered soakley CC BY-SA 3.0