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0answers
23 views

What is the problem with this model parameter estimation algorithm?

In a statistical model with parameters $\theta$ and unobserved laten variables $Z$, the model likelihood is $$L(\theta;X)=Pr(X|\theta)=\sum_ZPr(X,Z|\theta)$$ The standard way to estimate $\theta$ ...
1
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0answers
10 views

Determining the liklihood in Baye's rule for parameter estimation

I have used Bayesian statistics in classes but what I am trying to do now is different than anything I have done in class. Previously, I was given information and certain numbers adn I could ...
1
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2answers
70 views

Do prior hyperparameters update as you take successive measurements in the case of Gaussian unknown mean?

I am trying to use conjugate priors to estimate the mean $\mu$ of a Gaussian with known variance, $\sigma^2$. Derived was that the choice of prior should be: $p(\mu) = N(\mu | \mu_0, \sigma_0^2)$ ...
2
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1answer
223 views

Bayes Estimator

Let $X_{1},...,X_{n}$ be a random sample of size n from the continuous distribution with pdf: $f_{X}(x|\alpha,\beta) = ...