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Article #1003Bayesians-Putting a prior on a Beta- HELP
From: J.F.Murray
Date: Sun, 05 May 1991 19:52
Date: Sun, 05 May 1991 19:52
28 lines
2050 bytes
2050 bytes
Hi,
I am a curious as to what is the common approach for putting a
prior on a Beta distribution. I know that the Beta distribution is the
defacto choice for a binomial distribution due to conjugacy .
What I wish to do now is to assume that I am sampling from a Beta
distributon and put some prior on that Beta distribution. This is a
Hierarchical Bayes situtation where I wish to represent my uncertainity on
the parameters of the Beta Distribution, say alpha and beta. What is
the best choice of distribution for this meta-prior?
Related question,
In the Beta distribution we are usually interested in some random
variable, say X. Now the likelihood function for X given alpha and beta
is well known. What is a likelihood function for the alpha and beta
parameters given X. Restating this
X ~ Beta(alpha,beta)
Likelihood(X |alpha,beta) =
((gamma(alpha+beta)/gamma(alpha)*gamma(beta))*X**(alpha-1)*(1-X)**(beta-1)
Ok, then what is
Likelihood(alpha,beta | X) = ???????????
I've struggled with this but only succeed in confusing myself.
I appreciate any help I can get on this problem. Thanks in advance..
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jfmurray@vms2.macc.wisc.edu
jfmurray@WISCMACC.BITNET
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X-Google-Language: ENGLISH,ASCII-7-bit X-Google-Thread: f5efb,f50c4b9c5ed19693,start X-Google-Attributes: gidf5efb,public X-Google-Thread: f8fde,f50c4b9c5ed19693,start X-Google-Attributes: gidf8fde,public X-Google-ArrivalTime: 1991-05-05 13:36:55 PST Path: arc1-ca.pugleaf.net!gmdzi!unido!fauern!ira.uka.de!sol.ctr.columbia.edu!ucselx!usc!zaphod.mps.ohio-state.edu!uakari.primate.wisc.edu!doug.cae.wisc.edu!ie.engr.wisc.edu!jfmurray From: jfmurray@ie.engr.wisc.edu (J.F.Murray) Newsgroups: sci.math.stat,bit.listserv.stat-l Subject: Bayesians-Putting a prior on a Beta- HELP Message-ID: <1991May5.145237.15356@doug.cae.wisc.edu> Date: 5 May 91 19:52:37 GMT Organization: Univ. of Wisconsin-Madison; College of Engineering Lines: 28 Originator: jfmurray@ie.engr.wisc.edu