Consider an exponential distribution f(x|θ) = θe^(−θx) for x > 0. Let the prior distribution for...

Consider an exponential distribution f(x|θ) = θe^(−θx) for x > 0. Let the prior distribution for θ be f(θ) = e^ −θ for θ > 0.

(a) Show that the posterior distribution is a Gamma distribution. With what parameters?

(b) Find the Bayes’ estimator for θ.

Expert Solution

Below, mean of gamma

orchestra answered 2 years ago

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