Question: 2.13 Suppose that the random variable X Po() and that (, ), where is a positive integer. Show that the marginal
2.13 Suppose that the random variable X ∼ Po(λ) and that λ ∼ Γ(α, β), where α is a positive integer. Show that the marginal distribution of X has the negative-binomial form:
pr(X = k) =
k + α − 1
α − 1
1
(1 + β)α
βk
(1 + β)k , k ≥ 0 .
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