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Let Yil ~ Poisson(v1) and Yi2 ~ Poisson (v2), where E[vi] = 1 and var (vi) = 0. Suppose Y and Y2 are conditionally
Let Yil ~ Poisson(v1) and Yi2 ~ Poisson (v2), where E[vi] = 1 and var (vi) = 0. Suppose Y and Y2 are conditionally independent given Vi. a. Calculate E[Y;1], E[Yi2], var(Yi1) and var(Y2). b. Calculate the covariance and correlations between Y and Y2. c. Suppose in addition that vi follows the Gamma distribution. Find the joint distribution of Yin and Y2.
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Making Hard Decisions with decision tools
Authors: Robert Clemen, Terence Reilly
3rd edition
538797576, 978-0538797573
