Use the two-dimensional version of Jeffreys' rule to determine a prior for the trinomial distribution (cf. Exercise

Question:

Use the two-dimensional version of Jeffreys' rule to determine a prior for the trinomial distribution

p(x, y, z|, ) (1 -- ).

(cf. Exercise 15 on Chapter 2).

Exercise 15

Suppose that the vector x = (x, y, z) has a trinomial distribution depending on the index n and the parameter π = (π , p, σ), where π + p + σ = 1, that is

p(x|) n! x!y!z! -*p (x+y+z= n).

Show that this distribution is in the two-parameter exponential family.

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Bayesian Statistics An Introduction

ISBN: 9781118332573

4th Edition

Authors: Peter M. Lee

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Question Posted: Nov 28, 2023 04:32 AM

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Use the two-dimensional version of Jeffreys' rule to determine a prior for the trinomial distribution (cf. Exercise

Question:

p(x, y, z|π, ρ) απρ (1 -π- ρ).

Step by Step Answer:

Jeffreys prior is a method for constructing a prior distribution that is invariant under reparameter...View the full answer

Bayesian Statistics An Introduction

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