BEJ200 10.3150/09-BEJ200 BEJ0706-003 21 Posterior distributions of means Lancelot F. James Hong Kong University of Science and Technology lancelot@ust.hk Antonio Lijoi University of Pavia lijoi@unipv.it Igor Pruenster University of Turin, Collegio Carlo Alberto and ICER, Turin, Italy igor@econ.unito.it http://www.e-publications.org/ims/submission/index.php/BEJ/user/submissionFile/1538?confirm=b235069b