Question: Assume our data Y given X is distributed Y | X = x Binomial(n, p = x) and we chose the prior to be

Assume our data Y given X is distributed Y | X = x ∼ Binomial(n, p = x) and we chose the prior to be X ∼ Beta(α,β). Then the PMF for our data isPr\x(ya) = (") x(1  x x(1-x)-y, for x = [0, 1], y = {0, 1,...,n},

and the PDF of the prior is given byfx(x) = I(a + B) ()() a-1 -x - (1-x)-, for 0x1, a>0, > 0.

Note that,EX= and Var(X) =  a+  (a+B)(a+B+1)

a. Show that the posterior distribution is Beta(α +y,β +n −y).

b. Write out the PDF for the posterior distribution, fX|Y (x|y).

c. Find mean and variance of the posterior distribution, E[X|Y ] and Var(X|Y ).

Pr\x(ya) = (") x(1 x x(1-x)-y, for x = [0, 1], y = {0, 1,...,n},

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