Let X1, X2, . . ., Xn be Poisson random variables with parameter . Assume that

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Let X1, X2, . . ., Xn be Poisson random variables with parameter λ. Assume that λ has an exponential distribution with θ = 1 prior.
(a) Compute the posterior distribution of l and show that it is Gamma
Let X1, X2, . . ., Xn be Poisson random

(b) Find the Bayes estimate of λ.

Distribution
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Mathematical Statistics With Applications In R

ISBN: 9780124171138

2nd Edition

Authors: Chris P. Tsokos, K.M. Ramachandran

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