Question: Let X1, . . . , Xn+m be a random sample from the exponential distribution with parameter . Suppose that has the gamma prior
a. First, suppose that the censoring works as follows: For i = 1, . . . , m, if Xn+I ≤ c, then we learn only that Xn+i ≤ c, but not the precise value of Xn+i. Set up a Gibbs sampling algorithm that will allow us to simulate the posterior distribution of θ in spite of the censoring.
b. Next, suppose that the censoring works as follows: For i = 1, . . . , m, if Xn+i ≥ c, then we learn only that Xn+i ≥ c, but not the precise value of Xn+i. Set up a Gibbs sampling algorithm that will allow us to simulate the posterior distribution of θ in spite of the censoring.
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a For each censored observation X ni we observe only that X ni c The probability of X ni c given is 1 expc The likelihood times prior is a constant ti... View full answer
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