Suppose that a random sample of sizen is taken from a Poisson distribution for which the value of the mean e is unknown, and the prior distribution of e is a gamma distribution for which the mean is Pg. Show that the mean of the posterior distribution of e will be a weighted average having the form YnX,+ (1 – Yn)Ho, and show that yn - 1 as n→ *.

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 a random sample of sizen is taken from a Poisson distribution for which the value
of the mean e is unknown, and the prior distribution of e is a gamma distribution for which the
mean is Po. Show that the mean of the posterior distribution of e will be a weighted average
having the form Y,X, + (1– Yn)Ho, and show that yn →1 as n- *.
Transcribed Image Text:Suppose that a random sample of sizen is taken from a Poisson distribution for which the value of the mean e is unknown, and the prior distribution of e is a gamma distribution for which the mean is Po. Show that the mean of the posterior distribution of e will be a weighted average having the form Y,X, + (1– Yn)Ho, and show that yn →1 as n- *.
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