Question: 16.6 Consider the step-function model described in Example 16.2, and a dataset consisting of n measurements. Assuming that the priors on the parameters ,
16.6 Consider the step-function model described in Example 16.2, and a dataset consisting of n measurements. Assuming that the priors on the parameters , and m are uniform, show that the full conditional distributions are given by 8ˆˆˆˆˆˆˆ<
ˆˆˆˆˆˆˆ:
./ D G
m P
iD1 yi C 1;m
./ D G
n P
iDmC1 yi C 1; n m
m.m/ D emPmi D1 yie.nm/Pni DmC1 yi Pnl D1 elPli D1 yie.nl/Pni DlC1 yi
;
(16.24)
where G represents the gamma distribution.
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