5.26 Suppose that a data distribution for a random variable X follows the law N(0, 2), and...
Question:
5.26 Suppose that a data distribution for a random variable X follows the law N(0, 2), and that X,..., X, denotes a random sample from this distribution. Suppose further that for a prior distribution family you assume that (802) follows the natural conjugate distribution N(0, Ko) for some hyperpara- meters (B, K), where K denotes some pre assigned constant.
(a) Adopt an appropriate natural conjugate prior distribution family for a and evaluate the induced posterior distribution for (0, 02 | x1,...,x).
(b) Find the marginal posterior distribution for (8|x. .,xn).
(c) Find the marginal posterior distribution for ( | x.... X).
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
Subjective And Objective Bayesian Statistics
ISBN: 9780471348436
2nd Edition
Authors: S. James Press
Question Posted: