Section 6.3 (p.327)
4. By Theorem 2, the posterior
distribution is a Gamma distribution with parameters a = 3+S
xi = 16 and b= 1+n = 6.
8. By Theorem 3, the prior distribution
can also be a normal distribution with mean m and variance n2,
and
![]()
Solve
the above equations for m and n2, we get m = 0 and n2 = 1/5.
14. (a) Let y = 1/q. Then

(b) Let X1, …, Xn
be a sample from Normal(m, q). Then
![]()
Therefore,
![]()
![]()
which
has the same form as x(q)
with new a = a
+ n/2 and new b = b
+ ½ S (xi-m)2.
16. We have
![]()
Now
max(x1, …, x3) = 8, therefore
![]()
It
follows that

18. ![]()
![]()
![]()
This
is a Gamma distribution with parameters a1 = n+a and b1 = b-S
log xi. From sec. 5.9, the posterior mean is a1/b1
and the posterior variance is
.