商务与经济统计9版 作业Homework 04.pdfVIP

Homework 4 Exercise 1, 2 and 6 are listed in our text book. 1. Page 276 2 2. Page 277 10(a)(b)(c) 3. Suppose that X 1 ,K, X n form a random sample from a normal distribution for which the value of the mean μ is unknown ( −∞μ ∞), and the value of the precision τ is known (τ 0). Suppose also that the prior distribution of μ is a normal distribution with mean μ and 0 precision λ . Show that the posterior distribution of μ, given that X x ( i 1,K,n ) is a 0 i i λμ +nτxn normal distribution for which the mean is 0 0 and the precision is λ +nτ. 0 λ τ +n 0 4. Suppose that X 1 ,K, X n are i.i.d. having a normal distribution with mean μ and precision τ given (μ,τ) . Let (μ,τ) have the usual improper prior. Let 2 2 , prove that σ sn /(n −1) 2 2 the posterior distribution of V ( n =−1)σ τ is a χ distribution with n-1 degrees of freedom. 5. The study on acid concentration in cheese included a total of 30 lactic acid measurements as follows: 0.86, 1.53, 1.57, 1.81, 0.99, 1.09, 1.29, 1.78, 1.29, 1.58, 1.68, 1.9, 1.06, 1.3, 1.52, 1.74, 1.1