Question: Let W be a gamma random variable with parameters (t, Î²), and suppose that conditional on W = w, X1, X2, . . . ,Xn

Let W be a gamma random variable with parameters (t, Î²), and suppose that conditional on W = w, X1, X2, . . . ,Xn are independent exponential random variables with rate w. Show that the conditional of W given that X1 = x1, X2 = x2, . . . ,Xn = xn is gamma with parameters

t + n,B + E x -1

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