If I have a normal distribution, the posterior for the variance is the inverse Chi-square distribution assuming the same is used as a conjugate prior. But what if my data has extra noise added so that the observed sample variance is the sum of the population variance and my extra noise variance? But then the poisterior for the variance is different. Is there a name for that distribution?
You can't just subtract the noise term because you can end up with negative values. It is similar to the Skellam distribution of the difference of two Poisson variables in this way.
I am really interested in this from a Gibbs sampler point of view. I would like to draw the variance from the conditional posterior if possible. If that isn't easy I can fall back on Metropolis Hastings, I suppose.