Question: 1. Let X, X be exchangeable so that the X, are conditionally independent given a parameter 0. Suppose that X. | 0 is geometrically
1. Let X, X be exchangeable so that the X, are conditionally independent given a parameter 0. Suppose that X. | 0 is geometrically distributed with probability density function ; = 1,2,...... (a) Show that f(: | 0), where a = (,...,n), belongs to the 1-parameter exponential family. Hence, or otherwise, find the conjugate prior distribution and corresponding posterior distribution for 0. (b) Show that the posterior mean for can be written as a weighted average of the prior mean of and the maximum likelihood estimate, 2- f (x | 0) (1 - 0)-0, =
Step by Step Solution
3.50 Rating (153 Votes )
There are 3 Steps involved in it
a To show that fx belongs to the 1parameter exponential family we can express the probability densit... View full answer
Get step-by-step solutions from verified subject matter experts
