By substituting in the form for the posterior density of the correlation coefficient and then expanding as a power series in u, show that the integral can be expressed as a series of beta functions Hence, deduce that where cosht pr 1 pr 1 u...

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By substituting in the form for the posterior density of the correlation coefficient and then expanding as

Question:

By substituting

cosht - pr = 1 - pr. 1-u

in the form

$f. (0 p(p\x, y) x p(p)(1-p)(n-1)/2 (cosht - pr)-(n-1) dt$ for the posterior density of the correlation coefficient and then expanding

_[n(ad + 1) - 1] as a power series in u, show that the integral can be expressed as a series of beta functions. Hence, deduce that

p(plx, y) x p(p)(1 - p)(n-1)/2(1 - pr)-n+(3/2) S (pr),

where

+(+) pr 8 Su(pr) =1+ (2s - 1) 3 (n = /+s) -

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Bayesian Statistics An Introduction

ISBN: 9781118332573

4th Edition

Authors: Peter M. Lee

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Question Posted: Nov 28, 2023 04:51 AM

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By substituting in the form for the posterior density of the correlation coefficient and then expanding as

Question:

cosht - pr = 1 - pr. 1-u

Step by Step Answer:

Bayesian Statistics An Introduction

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