Question: 4. Suppose we have a sample {1,...,N } from a posterior p1(|y), and we want to see the effect of changing the prior from 1()
4. Suppose we have a sample {θ1,...,θN } from a posterior p1(θ|y), and we want to see the effect of changing the prior from π1(θ) to π2(θ).
Describe how the weighted bootstrap procedure could be helpful in this regard. Are there any restrictions on the shape of the new prior π2 for this method to work well?
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