Stats posterior probability gamma conjugate family

Click For Summary
SUMMARY

The discussion focuses on calculating the posterior probability that the next two observations, y4 and y5, from a Poisson distribution with parameter V will both be zero, given a prior gamma distribution with parameters (a, b). The posterior distribution is established as gamma with updated parameters a* = a + t and b* = b + n, where t is the sum of observed values and n is the sample size. Two methods are proposed for calculating the required probability, involving integration of the posterior distribution, but clarity on their correctness is sought.

PREREQUISITES
  • Understanding of gamma distributions and their properties
  • Knowledge of Poisson distributions and their parameters
  • Familiarity with Bayesian statistics and posterior probability calculations
  • Proficiency in integration techniques for probability distributions
NEXT STEPS
  • Study the properties of gamma distributions in Bayesian inference
  • Learn about the Poisson distribution and its applications in statistics
  • Explore Bayesian methods for calculating posterior probabilities
  • Investigate advanced integration techniques for probability distributions
USEFUL FOR

Statisticians, data scientists, and researchers working with Bayesian statistics, particularly those interested in Poisson processes and gamma distributions.

binbagsss
Messages
1,291
Reaction score
12
Question

Find the posterior probability that the next two observations y4 and y5 will both be zero? Where the prior distribution is a gamma with parameters (a,b) and the sample is of size of 3 taking from a poisson disribution with parameter V.

So far I have shown that the posterior distribution is also gamma with parameters a*=a+t, where t=y1+y2+...yn, and b*=b+n, n the sample size.

Attempt at the solution

In my notes, a different question but all i have on my notes on this- is that the probability of exactly the next observation being 1 is given as:
##P(y=1 | D)= \int^{\infty}_{0} P(y=1|V) P(V|D) dV,## So wheree P(V|D) is the updated posterior gamma distribution,

where D is the data, the observations y1+...+yn.

This is for one sample and I'm unsure how to approach for 2 samples. The ideas I have are:
1) Compute ##P(y=0 | D)= \int^{\infty}_{0} P(y=1|V) P(V|D) dV## , and then since we want consecutvie 0 to just square this.
2) To compute ##P(y4=0 an y5=0)=\int^{\infty}_{0} P(y4=1 and y5=1|V) P(V|D) dV## , so i.e. is proportional to ##e^{-2V}## ,

Are any of these methods correct? Could someone please explain which is right or wrong, or if both or wrong and what I should be doing,

Thanks for any help, really appreciated.
 
Physics news on Phys.org
bump.
 

Similar threads

  • · Replies 4 ·
Replies
4
Views
2K
  • · Replies 6 ·
Replies
6
Views
7K
  • · Replies 2 ·
Replies
2
Views
1K
  • · Replies 1 ·
Replies
1
Views
2K
Replies
9
Views
4K
Replies
10
Views
3K
  • · Replies 4 ·
Replies
4
Views
2K
  • · Replies 6 ·
Replies
6
Views
2K
  • · Replies 4 ·
Replies
4
Views
2K
  • · Replies 14 ·
Replies
14
Views
3K