14.9 Consider the following three-level hierarchical model Y y - N O , , var,o,>, 0, -...
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14.9 Consider the following three-level hierarchical model Y y - N O , , var,o‘,>, 0, - “P,, T 2 h of - IG(v,, V Z ) , pt -” “1. CU2L T2 I ~ ( V I t 112h where j e l l , ..., n ) , j e { l ., . . * r , } , and ( r . , ,v2,1.w2,~f , ,q2i)s known.
(a) Derive the closed-form conditional posterior distributions (when possible) required by the Gibbs sampler.
(b) One conditional posterior does not have a closed-form solution. Which one? Describe how variates could be drawn fiom this distribution, thus enabling the Gibbs sampler to be implemented.
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Related Book For
Subjective And Objective Bayesian Statistics
ISBN: 9780471348436
2nd Edition
Authors: S. James Press
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