Show that in the special case where the sample correlation coefficient r 0 and the prior takes the special form p(p) (1 p 2 ) k 2 the variable has a Student 's t distribution on k n 1 degrees of freedom (k n 1)p (1 p) ...

Show that in the special case where the sample correlation coefficient r = 0 and the prior

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Show that in the special case where the sample correlation coefficient r = 0 and the prior takes the special form p(p) ∝ (1 - p²)^k/2the variable

(k+n+ 1)p/(1 p) -

has a Student's t distribution on k + n + 1 degrees of freedom.

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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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Show that in the special case where the sample correlation coefficient r = 0 and the prior

Question:

√(k+n+ 1)p/(1 − p²) -

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Bayesian Statistics An Introduction

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