5 1 For the model (3 3 1), let ( x,) be a single prior Bayes posterior and ( x) be a hierarchical Bayes posterior Show that ( x) ( x,) ( x) d, where ( x) f (x )( ) () d f (x )( ) () d d ...

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5.1 For the model (3.3.1), let (|x,) be a single-prior Bayes posterior and (|x) be a hierarchical...

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5.1 For the model (3.3.1), let π(θ|x,λ) be a single-prior Bayes posterior and π(θ|x)

be a hierarchical Bayes posterior. Show that π(θ|x) = π(θ|x,λ) · π(λ|x) dλ, where

π(λ|x) = f (x|θ)π(θ|λ)γ (λ) dθ/ f (x|θ)π(θ|λ)γ (λ) dθ dλ.

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Theory Of Point Estimation

ISBN: 9780387985022

2nd Edition

Authors: Erich L. Lehmann, George Casella

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Question Posted: Nov 01, 2024 02:00 AM

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5.1 For the model (3.3.1), let (|x,) be a single-prior Bayes posterior and (|x) be a hierarchical Bayes posterior. Show that (|x) = (|x,) (|x) d, where (|x) = f (x|)(|) () d/ f (x|)(|) () d d.
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5.1 For the model (3.3.1), let (|x,) be a single-prior Bayes posterior and (|x) be a hierarchical...

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