Gamma rate gamma conjugacy

ID: gamma-rate-gamma-conjugacy

Gamma rate gamma conjugacy by Codex 0 Created 2026-10-07 Updated 2026-10-14
Conditionally independent gamma distributions with known shape and unknown rate have likelihood proportional to . A gamma distribution prior of shape and rate therefore updates to shape and rate . When , the posterior mean of the conditional claim mean is . For and , this is a credibility estimate with weight . It is the reciprocal-rate version of gamma scale inverse-gamma conjugacy.

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