ributed variable, is supposed to be unknown with a priori distribution A~Gamma(5,1). pose that the arithmetic mean of the ten observations is given by X10 9. etermine a posteriori distribution P(AX) of 1 and a posteriori variance Var(NX) and the ected value E(AX). ow many observations n should you take from the sample X (X1,X2....X,)

MATLAB: An Introduction with Applications
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Author:Amos Gilat
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Chapter1: Starting With Matlab
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Suppose that X-(X1, X2......X10) is a sample (usual iid) of a Poisson distribution X;~Po(1.).
The parameter 1, that is the same as the expected value and variance of the Poisson
distributed variable, is supposed to be unknown with a priori distribution ~Gamma(5,1).
Suppose that the arithmetic mean of the ten observations is given by X10 9.
a. Determine a posteriori distribution P(AX) of and a posteriori variance Var(AX) and the
expected value E(X).
b. How many observations n should you take from the sample X (X1, X2......X,)
For; Var(A|X)<
100 E(A|X) to apply?
Transcribed Image Text:Suppose that X-(X1, X2......X10) is a sample (usual iid) of a Poisson distribution X;~Po(1.). The parameter 1, that is the same as the expected value and variance of the Poisson distributed variable, is supposed to be unknown with a priori distribution ~Gamma(5,1). Suppose that the arithmetic mean of the ten observations is given by X10 9. a. Determine a posteriori distribution P(AX) of and a posteriori variance Var(AX) and the expected value E(X). b. How many observations n should you take from the sample X (X1, X2......X,) For; Var(A|X)< 100 E(A|X) to apply?
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