Hi, I am stuck at this proof problem. Please help! Thanks.
Let X1,,,,,Xn be a random sample from a geometric distribution with parameter θ, i.e.,
f(xi|θ) =θ(1-θ)^xi. Show that the beta distribution
(for ) is conjugate for θ .
Hi, I am stuck at this proof problem. Please help! Thanks.
Let X1,,,,,Xn be a random sample from a geometric distribution with parameter θ, i.e.,
f(xi|θ) =θ(1-θ)^xi. Show that the beta distribution
(for ) is conjugate for θ .
so the joint density is the product...
next obtain the marginal of X....
making this look like a Beta, we have...
Instead of reducing, just divide...
which is a distribution.
THIS was way too much typing for me.