*） Gakushuin University, Faculty of Economics, Department of Management

1） Wikipedia: “Conjugate prior,” http://en.wikipedia.org/wiki/Conjugate_prior

2） Wikipedia: “Compound probability distribution,” http://en.wikipedia.org/wiki/Compound_probability_distribution

3） Wikipedia: “Gibbs sampling,” http://en.wikipedia.org/wiki/Gibbs_sampling#Variations_and_extensions