Assume the usual conditions for simple linear regression. Assume that we use the improper prior discussed in

Question:

Assume the usual conditions for simple linear regression. Assume that we use the improper prior discussed in this section. Let (a, b) be the observed value of a coefficient 1− α0 confidence interval for β1 constructed as in Sec. 11.3. Prove that the posterior probability is 1− α0 that a < β1 < b.
Fantastic news! We've Found the answer you've been seeking!

Step by Step Answer:

Related Book For  book-img-for-question

Probability And Statistics

ISBN: 9780321500465

4th Edition

Authors: Morris H. DeGroot, Mark J. Schervish

Question Posted: