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Suppose non-negative integer responses Y, ..., Yn that are independently observed on covariates x1, ..., xn, respectively, and consider a generalized linear model for
Suppose non-negative integer responses Y, ..., Yn that are independently observed on covariates x1, ..., xn, respectively, and consider a generalized linear model for Yi on x; such that Yi log(i) = xi, i = 1, ..., n, 90009 Yn, x1, where x = (1,x;) is a row vector of one and xi, and = (Bo, )T is a column vector of regression coefficients. (a) Assume uniform prior distributions for and derive the posterior distribution of , that is p(|Y, In the density functions, you do not have to get the normalizing constants and just provide the propor- tional functional forms. (b) Briefly describe how to generate Markov Chain Monte Carlo (MCMC) samples, using Metropolis- Hastings Algorithm, of 3 from its posterior distribution p(|Y1, ..., Yn, x1, ..., xn). You only need to explain one method with the corresponding algorithm. .... X
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