Let Y = (Y1, Y2,..., Yn) and let θ > 0. Let Y|θ ∼ Pois(θ). Derive...

Let Y = (Y₁, Y₂,..., Y_n) and let θ > 0. Let Y|θ ∼ Pois(θ). Derive the posterior density of θ given Y assuming the prior distribution of θ is Gamma(a,b) where a > 1. Then find the prior and posterior means and prior and posterior modes of θ.

Expert Solution

orchestra answered 1 year ago

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