Exercises for Tue Feb 27_亚博娱乐官网_亚博pt手机客户端登录

nils
2018-02-23T23:31:23.423Z
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www.uio.no

1. On Tue Feb 20 we had a good and interesting round on Gamma processes, extended Gamma processes, Levy representations, and Nils' Beta processes. An idea was thrown out that we could make an extended Gamma process generating increments as parameters for a nonhomogeneous Poisson process, and which should be updatable. Emil S has pursued this idea. I also indicated how a prior Beta process (c, A_0) is updated to a posterior Beta process (c_n, \hat A_n), after observing a survival dataset (t_1,\delta_1), ..., (t_n,\delta_n).

2. I've updated (a) the R script com6a and (b) the dataset egypt_data to the course website. com6a does prior and posterior Beta process simulation; egypt_data has lifelengths for 82 men and 59 women, from the first century B.C.

3. Exercises:

(i) First, run the com6a programme, playing with its ingredients, including the prior parameters (c, A_0) of the Beta process.

(ii) Then, use variations o fthis programme to analyse the Egy...