Forabinom(n, ) observation y, considertheBayesestimatorof using abeta(, ) prior distribution. (a) Forlarge n, showthattheposteriordistributionof has
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Forabinom(n, π) observation y, considertheBayesestimatorof π using abeta(α, β) prior distribution.
(a) Forlarge n, showthattheposteriordistributionof π has approximatemean ˆπ = y~n. (It also hasapproximatevariance ˆπ(1 − ˆπ)~n.) Interpret,andrelatetoclassicalinference.
(b) ShowthattheMLestimatorisalimitofBayesestimators,foracertainsequenceof α = β
values.
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Foundations Of Statistics For Data Scientists With R And Python
ISBN: 9780367748456
1st Edition
Authors: Alan Agresti
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