Exercises for Tue Mar 6_亚博娱乐官网_亚博pt手机客户端登录

nils
2018-03-05T12:10:15.726Z
type:structured-message
www.uio.no

(Ved en s.k. inkurie er denne meldingen forsinket, og jeg beklager.)

1. Finalise the Bayesian nonparametric analysis of the Old Egypt life-times, men and women. Invent an interesting parameter or two, say \gamma(A_men, A_women), which in a suitable fashion helps to see the different by the two populations, and, with your own priors for A_men and A_women, produce the posterior distribution for \gamma.

2. Let A be a Beta process with parameters (c, A_0). On top of A, there is a Bernoulli process Z with A as parameter. This is taken to mean that Z given A has independent increments, with lots of 0 and occasional 1, and with dZ(s), again given A, a Bernoulli variable with probability dA(s). Show that A given Z is another Beta process, and identify its updated parameters.

3. Create an illustration of Exercise 2, in the following fashion. (i) Let A be a Beta process on say [0, 10], with A_0 the integral of \alpha_0(s) = 1 + a s, with some constant a to reflect hi...