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 .