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Unformatted text preview: m successes are recorded. Find the MML rule. You will need the following facts: • The expectation of X ∼ NB ( m,θ ) , is EX = m (1-θ ) θ . • The Fisher information h-E ∂ 2 ∂θ log f ( x | θ ) i for θ from the Negative Binomial NB ( m,θ ) distribution is I ( θ ) = m θ 2 (1-θ ) . Prove this! • The mode of Beta B e ( a,b ) distribution is a-1 a + b-2 . Also, X | θ ∼ NB ( m,θ ) , and B e ( α,β ) are conjugate; the posterior is straightforward. 1...
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This note was uploaded on 10/23/2011 for the course ISYE 8843 taught by Professor Vidakovic during the Spring '11 term at Georgia Institute of Technology.
- Spring '11