For y; ~Gamma(y,0) assuming that y is knowna)Prove that the gamma distribution is a conjugate prior for 0.b) Find the posterior mean and variance for 0.c) Examine the effect on the posterior density of Ⓒ(i) of the known parameter y(ii) of the sample size n(iii) of the prior parameters.

ANSWER: a) The gamma distribution is a convergent prior for the exponential distribution if the…

Answered: For y; ~ Gamma(y, 0) assuming that y is…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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For y; ~ Gamma(y, 0) assuming that y is known a) Prove that the gamma distribution is a conjugate prior for 0. b) Find the posterior mean and variance for 0. c) Examine the effect on the posterior density of (i) of the known parameter y (ii) of the sample size n (iii) of the prior parameters.