Missing data and imputation: multivariate normal example

Required:

• A First Course in Bayesian Statistical Methods by Peter D. Hoff.:
  • Section 7.5: Missing data and imputation
  • Section 7.6: Discussion and further references

Optional:

• Bayesian Data Analysis (Third Edition) by Andrew Gelman, John Carlin, Hal Stern, David Dunson, Aki Vehtari, and Donald Rubin.:
  • Section 18.1: Notation
  • Section 18.2: Multiple imputation
  • Section 18.3: Missing data in the multivariate normal and \(t\) models