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February 10th, 2011, 03:27 PM  #1 
Senior Member Joined: Sep 2009 Posts: 115 Thanks: 0  Prior And Posterior
So I am told that an unknown quantity Y has a Galenshore(a, ) distribution if its density is given by: for Now assume that a is known. So for this density, 1.First of all I am asked to identify a class of conjugate prior densities for and then plot a few of these. 2.Now suppose Galenshore(a,) and that they are i.i.d. I am to find the posterior distribution of given using a prior from my conjugate class. 3. Then I need to determine My work so far: 1. I found a Jeffrey prior by taking the log of p(y)= Then differentiating twice with respect to I get: So then Then taking the square root of this I get So our prior is proportional to this, but this does not remind me of any distributions I know. Any help would be appreciated. To do number 2 and 3 I realize that I need to know the answer to number 1 beforehand. 
February 26th, 2011, 02:35 PM  #2 
Newbie Joined: Feb 2011 Posts: 2 Thanks: 8  Re: Prior And Posterior
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November 11th, 2011, 03:32 AM  #3 
Newbie Joined: Nov 2011 Posts: 1 Thanks: 0  Re: Prior And Posterior
I am with the same problem, someone can help me?

February 27th, 2013, 08:37 AM  #4 
Newbie Joined: Feb 2013 Posts: 1 Thanks: 0  Re: Prior And Posterior
did you ever get an answer to this?

February 27th, 2013, 05:36 PM  #5  
Math Team Joined: Oct 2011 From: Ottawa Ontario, Canada Posts: 14,597 Thanks: 1038  Re: Prior And Posterior Quote:
 

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