Let Y 1 , Y 2 , . . . , Y n be a random sample
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Let Y1, Y2, . . . , Yn be a random sample from a gamma pdf with parameters r and θ, where the prior distribution assigned to θ is the gamma pdf with parameters s and μ. Let W = Y1 + Y2 +・ ・ ・+ Yn. Find the posterior pdf for θ.
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Related Book For 
Introduction To Mathematical Statistics And Its Applications
ISBN: 9780321693945
5th Edition
Authors: Richard J. Larsen, Morris L. Marx
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