This question continues exercise sheet 5, question 4. Now there are two machines, each with a different precision of measurement, 71 and 72. They each take a number of measurements with the same known mean μ = 1000. The measurements are x = (₁,...,m) on the first machine can be modelled as a random sample from normal distribution with known mean = 1000 and precision 71 and y = (y₁, yn) on the second machine can be modelled as a random sample from a normal distribution with known mean μ = 1000 and precision 72. The observed data are m= 10, (₁-1000)²=0.12, n = 8 and 1(-1000)² = 0.09. Use independent gamma prior distributions for and 2 with same parameters a and 8 as for r in exercise sheet 5, that is a = 5 and 3 = 0.05. (a) Find the joint posterior density of 71 and 72. (b) What are the marginal posterior distributions for 7 and 7₂?
This question continues exercise sheet 5, question 4. Now there are two machines, each with a different precision of measurement, 71 and 72. They each take a number of measurements with the same known mean μ = 1000. The measurements are x = (₁,...,m) on the first machine can be modelled as a random sample from normal distribution with known mean = 1000 and precision 71 and y = (y₁, yn) on the second machine can be modelled as a random sample from a normal distribution with known mean μ = 1000 and precision 72. The observed data are m= 10, (₁-1000)²=0.12, n = 8 and 1(-1000)² = 0.09. Use independent gamma prior distributions for and 2 with same parameters a and 8 as for r in exercise sheet 5, that is a = 5 and 3 = 0.05. (a) Find the joint posterior density of 71 and 72. (b) What are the marginal posterior distributions for 7 and 7₂?
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
Related questions
Question
a), b)

Transcribed Image Text:This question continues exercise sheet 5, question 4. Now there are two
machines, each with a different precision of measurement, 71 and 72. They each take
a number of measurements with the same known mean = 1000. The measurements
are x = (₁,...,m) on the first machine can be modelled as a random sample from a
normal distribution with known mean = 1000 and precision 7₁ and y = (y₁, yn)
on the second machine can be modelled as a random sample from a normal distribution
with known mean μ = 1000 and precision 72.
The observed data are m= 10,
₁(₁-1000)² = 0.12, n = 8 and 1(-1000)² =
0.09. Use independent gamma prior distributions for 1 and 2 with same parameters
a and 8 as for r in exercise sheet 5, that is a = 5 and 3 = 0.05.
(a) Find the joint posterior density of 71 and 72.
(b) What are the marginal posterior distributions for 71 and 72?
Expert Solution

This question has been solved!
Explore an expertly crafted, step-by-step solution for a thorough understanding of key concepts.
Step by step
Solved in 3 steps with 19 images

Recommended textbooks for you

MATLAB: An Introduction with Applications
Statistics
ISBN:
9781119256830
Author:
Amos Gilat
Publisher:
John Wiley & Sons Inc

Probability and Statistics for Engineering and th…
Statistics
ISBN:
9781305251809
Author:
Jay L. Devore
Publisher:
Cengage Learning

Statistics for The Behavioral Sciences (MindTap C…
Statistics
ISBN:
9781305504912
Author:
Frederick J Gravetter, Larry B. Wallnau
Publisher:
Cengage Learning

MATLAB: An Introduction with Applications
Statistics
ISBN:
9781119256830
Author:
Amos Gilat
Publisher:
John Wiley & Sons Inc

Probability and Statistics for Engineering and th…
Statistics
ISBN:
9781305251809
Author:
Jay L. Devore
Publisher:
Cengage Learning

Statistics for The Behavioral Sciences (MindTap C…
Statistics
ISBN:
9781305504912
Author:
Frederick J Gravetter, Larry B. Wallnau
Publisher:
Cengage Learning

Elementary Statistics: Picturing the World (7th E…
Statistics
ISBN:
9780134683416
Author:
Ron Larson, Betsy Farber
Publisher:
PEARSON

The Basic Practice of Statistics
Statistics
ISBN:
9781319042578
Author:
David S. Moore, William I. Notz, Michael A. Fligner
Publisher:
W. H. Freeman

Introduction to the Practice of Statistics
Statistics
ISBN:
9781319013387
Author:
David S. Moore, George P. McCabe, Bruce A. Craig
Publisher:
W. H. Freeman