Dear all,

Are there algorithms aiming at finding the distribution of the parameters instead of the parameters themselves?

I mean like, just an absolutely and crazily simplied version as below,

```
y = ax
```

I have data of (x,y).

The parameter `a`

actually distributed according to some distribution.

Therefore, instead of finding the parameter `a`

itself, I want to find the underline distribution of `a`

.

I wonder are there such algorithms?

I know gaussian mixing model can do things like that, but most of the gaussian mixing model seems is based on clustering the data (x,y), not the parameter `a`

.

Sorry it is not a direct Fortran problem, but I am sure such algorithms can be written in Fortran

Thanks much in advance!