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February 10th, 2011, 03:27 PM   #1
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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.
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February 26th, 2011, 02:35 PM   #2
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Re: Prior And Posterior

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November 11th, 2011, 03:32 AM   #3
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Re: Prior And Posterior

I am with the same problem, someone can help me?
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February 27th, 2013, 08:37 AM   #4
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Re: Prior And Posterior

did you ever get an answer to this?
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February 27th, 2013, 05:36 PM   #5
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Re: Prior And Posterior

Quote:
Originally Posted by dl338
did you ever get an answer to this?
WHY are you asking?
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