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Probability Old Exam P Forum

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Old 11-03-2001, 12:48 AM
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Why is the answer for this question the variance of the gamma distribution aB^2
instead of the variance of the negative binomial distribution which is rB(1+B)?
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Old 11-03-2001, 09:17 AM
LB LB is offline
Join Date: Oct 2001
Posts: 59

This is a conjugate. The conditional a Poisson and the prior Gamma. Therefore the posterior dist. is Gamma w/adjusted parameters. The question asks for the Var of the posterior dist. The Negative Binomial is the PREDICTIVE DIST.

Hope This helps and good luck to you.
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Old 11-03-2001, 09:33 AM
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Thanks for the help.
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