5.12 Gamma-Poisson conjugate family 8/8
5.12.1 Gamma-Poisson conjugacy
Now need a posterior!
τ|→y∼Gamma(s+∑yi,r+n) We have: Gamma(10,2) and as data: →y=(6+2+2+1) , n=4
4∑i=1=6+2+2+1=11
¯y=∑4i=14=2.75
L(τ|→y)=τye−nτy!
L(τ|→y)=τ11e−4τ6!2!2!1!∝τ11e−4τ
::plot_poisson_likelihood(y = c(6, 2, 2, 1), lambda_upper_bound = 10) bayesrules
We have prior, data, likelihood -> posterior
Gamma(10,2)⟶Gamma(s+∑yi,r+n)
τ|→y∼Gamma(21,6)
::plot_gamma_poisson(shape = 10, rate = 2, sum_y = 11, n = 4) bayesrules