Geometric-binomial posterior is shifted negative binomial
ID: geometric-binomial-posterior-is-shifted-negative-binomial
Let for and , with . Write . Summing the joint probability mass function with the differentiated geometric series identity gives . By Bayes' theorem,Thus , given , has the failure-count negative binomial distribution for successes and success parameter . Its conditional expectation is for itself. The shift by , the number of retained successes, must be retained when identifying the posterior distribution.
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