Solution Found!
Consider a random sample X1,X2, . . . ,Xn from a
Chapter 6, Problem 4E(choose chapter or problem)
Consider a random sample \(X_{1}, X_{2^{\prime} \cdots}, X_{n}\) from a distribution with pdf
\(f(x \mid \theta)=3 \theta x^{2} e^{-\theta x^{3}}, 0<x<\infty\).
Let have a prior pdf that is gamma with \(\alpha=4\) and the usual \(\theta=1 / 4\). Find the conditional mean of \(\theta\), given that \(X_{1}=x_{1}, X_{2}=x_{2^{2} \cdots, X} X_{n}=x_{n}\).
Equation Transcription:
Text Transcription:
X_1,X_2,...,X_n
f(x|theta)=3theta x^2 e^-theta x^3, 0<x<infinity
alpha=4
theta=1/4
theta
X_1=x_1,X_2=x_2,...,X_n=x_n
Questions & Answers
QUESTION:
Consider a random sample \(X_{1}, X_{2^{\prime} \cdots}, X_{n}\) from a distribution with pdf
\(f(x \mid \theta)=3 \theta x^{2} e^{-\theta x^{3}}, 0<x<\infty\).
Let have a prior pdf that is gamma with \(\alpha=4\) and the usual \(\theta=1 / 4\). Find the conditional mean of \(\theta\), given that \(X_{1}=x_{1}, X_{2}=x_{2^{2} \cdots, X} X_{n}=x_{n}\).
Equation Transcription:
Text Transcription:
X_1,X_2,...,X_n
f(x|theta)=3theta x^2 e^-theta x^3, 0<x<infinity
alpha=4
theta=1/4
theta
X_1=x_1,X_2=x_2,...,X_n=x_n
ANSWER:
Problem 4E
Consider a random sample from a distribution with pdf
Let have a prior pdf that is gamma with and the usual = ¼. Find the conditional mean of given that.
Step by Step Solution
Step 1 of 3
Given that. .
The joint pdf of is then,
The pdf has gamma distribution with,