fa(^; a, ß) = r(x) where a and ß are parameters of the distribution, and r(·) is the Gamma function (see Lecture 1 if don't remember what this function is), with derivative denoted by r'(-). Show that it is a conjugate prior of Poisson (A), i.e., when the observations X; for 1

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May I know how to prove that the posterior distribution also follows Gamma distribution and so, what's the parameter? Thank you.

Question 7
The Gamma distribution Gamma(a, B) is given by
-BA
fa(^; a, B)
T(x)
where a and ß are parameters of the distribution, and r(-) is the Gamma function (see Lecture 1 if you
don't remember what this function is), with derivative denoted by T'(-).
Show that it is a conjugate prior of Poisson (A), i.e., when the observations X; for 1<i<n are
independent identically distributed random variables with PDF equal to
e¬^^xi
fx; (xi)
Xị!
the posterior distribution also follows a Gamma distribution. What are its parameters?
Transcribed Image Text:Question 7 The Gamma distribution Gamma(a, B) is given by -BA fa(^; a, B) T(x) where a and ß are parameters of the distribution, and r(-) is the Gamma function (see Lecture 1 if you don't remember what this function is), with derivative denoted by T'(-). Show that it is a conjugate prior of Poisson (A), i.e., when the observations X; for 1<i<n are independent identically distributed random variables with PDF equal to e¬^^xi fx; (xi) Xị! the posterior distribution also follows a Gamma distribution. What are its parameters?
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