This preview shows page 1. Sign up to view the full content.
Unformatted text preview: duced by a certain semiconductor ﬁrm are exponentially distributed with mean 1 /λ . Suppose that the prior distribution on λ is the Gamma distribution with density function g ( x ) = ex x 2 2 , < x < ∞ . Determine the two Bayes estimates of λ . Problem 5 Suppose that X 1 ,...,X n is a sample from a normal distribution with 0 mean, and unknown variance θ = σ 2 . We postulate that the prior density of θ is the standard exponential density. Find the Bayes estimator of the unknown variance that maximizes the posterior density. This assignment is NOT to be turned in. 1...
View
Full
Document
This note was uploaded on 10/29/2011 for the course MATH 3310 at Cornell University (Engineering School).
 '10
 FROHMADER

Click to edit the document details