Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

1. Sample data, y, on the number of Bernoulli trialsrequired forn successes is assumed to be a value of Y ~ NegBin (n, #). The

image text in transcribed
image text in transcribed
1. Sample data, y, on the number of Bernoulli "trials"required forn "successes" is assumed to be a value of Y ~ NegBin (n, #). The objective here is to estimaten via Bayes Rule. The random variable II is introduced to represent uncertainty about. The prior distribution for II is taken to be Beta (a, b)- (a) [3 marks] Show that the Bayesian posterior distribution of II given data/ is a beta distribution with its parameters taking valuesa + n and b ty -n, respectively. (b) [2 marks] Is the beta distribution a conjugate prior here? Why or why not? (c) Patients with high cholesterol entering a medical study are given an experimental drug. Each patient has his/her cholesterol status assessed as still "elevated" or not after one week of treatment. Recruitment of patients stops when = 64 patients are assessed to have elevated cholesterol; this requiresy = 296 patients to enter the study. It is assumed that y is the value of Y ~ NegBin (n, #), where a is the probability of elevated cholesterol. The prior for II is Unif (0, 1). i. [1 mark] What is the posterior distribution of II? ii. [1 mark] Numerically, what is the posterior expectation of

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Chance And Chaos

Authors: David Ruelle

1st Edition

069121395X, 9780691213958

More Books

Students also viewed these Mathematics questions

Question

What skills should a DWA possess? Why?

Answered: 1 week ago

Question

Fn 2 1 9 0 study guides Do you have fn 2 1 9 0 study guides uol

Answered: 1 week ago

Question

Behaviour: What am I doing?

Answered: 1 week ago