(a) For the hierarchy in Example 4.4.6, show that the marginal distribution of X is given by...

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(a) For the hierarchy in Example 4.4.6, show that the marginal distribution of X is given by the beta-binomial distribution,

(b) A variation on the hierarchical model in part (a) is

X|P ~ negative binomial(r, P) and P ~ beta(α, β).

Find the marginal pmf of X and its mean and variance. (This distribution is the beta-Pascal.)

Distribution
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Statistical Inference

ISBN: 978-0534243128

2nd edition

Authors: George Casella, Roger L. Berger

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