Given observations r1,..., an u and o?, derive the formula for #(ur1,..., xn), the marginal posterior distribution of 1, conditional on the data but marginal over o?. Check your work by comparing your formula to a Monte Carlo estimate of the marginal distribution, using some values of T1,.., Xn, lo, Po, Vo, SSo that you choose. Also derive 7(õlx1,....), where ở the precision. i.i.d. N(1, o?) and using the conjugate prior distribution for 1/0² is

MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
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Given observations r1,..., In
u and o?, derive the formula for #(ur1,.., xn), the marginal posterior distribution of
1, conditional on the data but marginal over o?. Check your work by comparing your
formula to a Monte Carlo estimate of the marginal distribution, using some values of
T1,.., Xn, lo, Po, Vo, SSo that you choose. Also derive 7(õlx1,....), where ở
the precision.
i.i.d.
N(1, o?) and using the conjugate prior distribution for
1/a is
Transcribed Image Text:Given observations r1,..., In u and o?, derive the formula for #(ur1,.., xn), the marginal posterior distribution of 1, conditional on the data but marginal over o?. Check your work by comparing your formula to a Monte Carlo estimate of the marginal distribution, using some values of T1,.., Xn, lo, Po, Vo, SSo that you choose. Also derive 7(õlx1,....), where ở the precision. i.i.d. N(1, o?) and using the conjugate prior distribution for 1/a is
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