Question
1. Let X, X be exchangeable so that the X, are conditionally independent given a parameter 0. Suppose that X. | 0 is geometrically
1. Let X, X be exchangeable so that the X, are conditionally independent given a parameter 0. Suppose that X. | 0 is geometrically distributed with probability density function ; = 1,2,...... (a) Show that f(: | 0), where a = (,...,n), belongs to the 1-parameter exponential family. Hence, or otherwise, find the conjugate prior distribution and corresponding posterior distribution for 0. (b) Show that the posterior mean for can be written as a weighted average of the prior mean of and the maximum likelihood estimate, 2- f (x | 0) (1 - 0)-0, =
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Algebra Graduate Texts In Mathematics 73
Authors: Thomas W. Hungerford
8th Edition
978-0387905181, 0387905189
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