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Suppose that the number of defects in a 1200-foot roll of magnetic recording tape has a Poisson distribution for which the value of the mean 胃 is unknown and that the prior distribution of 胃 is the gamma distribution with parameters 伪 = 3 and 尾 = 1. When five rolls of this tape are selected at random and inspected, the numbers of defects found on the rolls are 2, 2, 6, 0, and 3. Determine the posterior distribution of 胃.

Short Answer

Expert verified

The posterior distribution of \(\theta \) is the gamma distribution with parameters 16 and 6.

Step by step solution

01

Given information

The number of defects in a 1200-foot roll of magnetic recording tape has a Poisson distribution with a mean of\(\theta \)is unknown.

The prior distribution of \(\theta \) is the gamma distribution with parameters \(\alpha = 3\,\,and\,\,\beta = 1\)

02

Finding the posterior distribution of \({\bf{\theta }}\)

Let,\(\alpha \,\,and\,\,\beta \)are positive numbers.

A random variable X has the gamma distribution with parameters\(\alpha \,\,and\,\,\beta \)

The probability density function of X is,

\(f\left( {x\left| {\alpha ,\beta } \right.} \right) = \left\{ {\begin{aligned}{\frac{{{\beta ^\alpha }}}{{\Gamma \left( \alpha \right)}}{x^{\alpha - 1}}{e^{ - \beta x}}}&{for\,\,x > 0,}\\0&{otherwise.}\end{aligned}} \right.\)

Sampling from a Poisson distribution,

Suppose\({X_1},...,{X_n}\)from a random sample from a Poisson distribution with mean\(\theta > 0,\,\,and\,\theta \)unknown. Suppose also that the prior distribution of\(\theta \)is the gamma distribution with parameters\(\alpha > 0\,\,and\,\,\beta > 0\). Then the posterior distribution of\(\theta \)given that\({X_i} = {x_i}\,\,\left( {i = 1,...,n} \right)\)is the gamma distribution with parameters\(\alpha + \sum\limits_{i = 1}^n {{x_i}} \,\,and\,\,\beta + n\).

Suppose that the mean defects in a 1200-foot roll of magnetic recording tape have a Poisson distribution for which the value of\(\theta \)is unknown and that the prior distribution of\(\theta \)is the gamma distribution with parameters\(\alpha = 3\,\,and\,\,\beta = 1\).

When the five rolls of this tape are selected at random and inspected, the numbers of defects found on the rolls are 2,2,6,0, and 3 (n=5)

The posterior distribution of\(\theta \)is,

Let X denote the number of defects on the rolls.

The posterior distribution of\(\theta \)with parameters is,

\(\begin{aligned}\left( {\alpha + \sum\limits_{i = 1}^5 {{x_i}} } \right) &= 3 + \left( {2 + 2 + 6 + 0 + 3} \right)\\ &= 3 + 13\\ &= 16\end{aligned}\)

And

\(\begin{aligned}{c}\left( {\beta + n} \right) = 1 + 5\\ = 6\end{aligned}\)

Therefore, the posterior distribution of \(\theta \) is the gamma distribution with parameters 16 and 6.

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Most popular questions from this chapter

Consider the data in Example 7.3.10. This time, suppose that we use the improper prior 鈥減.d.f.鈥漒(\xi \left( \theta \right) = 1\)(for all 胃). Find the posterior distribution of\(\theta \)and the posterior probability that\(\theta > 1\).

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