A First Course in Probability (10th Edition)
A First Course in Probability (10th Edition)
10th Edition
ISBN: 9780134753119
Author: Sheldon Ross
Publisher: PEARSON
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Question
(a) For the hierarchical model
YA Poisson (A) and
2
A gamma(a, B)
2
find the marginal distribution, mean, and variance of Y. Show that the marginal
distribution of Y is a negative binomial if a is an integer.
(b) Show that the three-stage model
YIN binomial(N, p), NA~ Poisson(A), and
leads to the same marginal (unconditional) distribution of Y.
gamma(a, 3)
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Transcribed Image Text:(a) For the hierarchical model YA Poisson (A) and 2 A gamma(a, B) 2 find the marginal distribution, mean, and variance of Y. Show that the marginal distribution of Y is a negative binomial if a is an integer. (b) Show that the three-stage model YIN binomial(N, p), NA~ Poisson(A), and leads to the same marginal (unconditional) distribution of Y. gamma(a, 3)
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