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Q146Section III (Statistics)146 of 180

Poisson–Gamma posterior predictive is Negative Binomial

Suppose we have 10 observations y‾=(y1,…,y10)\underline y=(y_1,\dots,y_{10}) from Poisson(λ)(\lambda) and we assume a Gamma(a,b)(a,b) prior for λ\lambda. Then the posterior predictive distribution p(ynew/y‾)p(y_{new}/\underline y) of a new observation ynewy_{new} is given by:

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