Let independent positive random variables X1, X2,..., X, be modelled by a gamma distribution with known parameter a = 2 and unknown parameter 0 > 0, so that for i = 1,2,...,n, f(ri|0) = 0²r, exp(-Or.) on ri > 0. %3D (a) Show that L(0), the likelihood for 6 based on observed data x = (r1 r2 In)", can be written as ... L(0) x 02" exp(-OnT). Explicitly mention any terms that have been removed from the core of the likelihood, and give the reason for removal. (b) Suppose that a Gamma(a, b) prior is specified for 0. Show that the core of the posterior f(0|æ) can be written as S(0\æ) x 0ª+2n-1exp{-(b+n7)0}. (c) Identify the posterior distribution for 6, and give its parameter value(s).
Let independent positive random variables X1, X2,..., X, be modelled by a gamma distribution with known parameter a = 2 and unknown parameter 0 > 0, so that for i = 1,2,...,n, f(ri|0) = 0²r, exp(-Or.) on ri > 0. %3D (a) Show that L(0), the likelihood for 6 based on observed data x = (r1 r2 In)", can be written as ... L(0) x 02" exp(-OnT). Explicitly mention any terms that have been removed from the core of the likelihood, and give the reason for removal. (b) Suppose that a Gamma(a, b) prior is specified for 0. Show that the core of the posterior f(0|æ) can be written as S(0\æ) x 0ª+2n-1exp{-(b+n7)0}. (c) Identify the posterior distribution for 6, and give its parameter value(s).
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
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
Transcribed Image Text:Let independent positive random variables X1, X2,..., Xn be modelled by a
gamma distribution with known parameter a = 2 and unknown parameter
0>0, so that for i = 1, 2, ..., n,
%3D
f(r;|0) = 0²x¡ exp(-Or;) on r; > 0.
%3D
(a) Show that L(0), the likelihood for 0 based on observed data
x = (r1 x2
In)", can be written as
...
L(0) x 0²" exp(-On7).
Explicitly mention any terms that have been removed from the core of
the likelihood, and give the reason for removal.
(b) Suppose that a Gamma(a, b) prior is specified for 6. Show that the core
of the posterior f(0|x) can be written as
f(0|x) x 0a+2n-'exp{-(b+nF)0}.
(c) Identify the posterior distribution for 6, and give its parameter value(s).
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