Suppose that X1,...,Xn form a random sample from a

Chapter 7, Problem 8

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QUESTION:

Suppose that X1,...,Xn form a random sample from a distribution for which the p.d.f. is f (x| ), the value of is unknown, and the prior p.d.f. of is ( ). Show that the posterior p.d.f. (|x) is the same regardless of whether it is calculated directly by using Eq. (7.2.7) or s

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QUESTION:

Suppose that X1,...,Xn form a random sample from a distribution for which the p.d.f. is f (x| ), the value of is unknown, and the prior p.d.f. of is ( ). Show that the posterior p.d.f. (|x) is the same regardless of whether it is calculated directly by using Eq. (7.2.7) or s

ANSWER:

Step 1 of 3

One can notice that from equations

and equation (7.2.15)

by simply putting equation (7.2.14) into (7.2.15) the following holds

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