Suppose that we have data y = (y1,...,yn). Each data-point y; is assumed to be generated by a distribution with the following probability density function: p(y₁|0)== - 1/7 exp(-2) ₁ 31₁ 2 0. The unknown parameter is 0, with > 0. (a) Write down the likelihood for @ given y. Find an expression for the maximum likelihood estimate (MLE) 8. (b) A Gamma(a,ß) distribution is chosen as the prior distribution for 8. Derive the resulting posterior distribution for given y.
Suppose that we have data y = (y1,...,yn). Each data-point y; is assumed to be generated by a distribution with the following probability density function: p(y₁|0)== - 1/7 exp(-2) ₁ 31₁ 2 0. The unknown parameter is 0, with > 0. (a) Write down the likelihood for @ given y. Find an expression for the maximum likelihood estimate (MLE) 8. (b) A Gamma(a,ß) distribution is chosen as the prior distribution for 8. Derive the resulting posterior distribution for given y.
Calculus For The Life Sciences
2nd Edition
ISBN:9780321964038
Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Chapter13: Probability And Calculus
Section13.CR: Chapter 13 Review
Problem 7CR
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