Solution

ID: past-exam-of-the-statistics-course-of-the-university-of-oxford/2023/3/d/solution

Write and . Conditional independence of the next count given allows us to average its Poisson distribution over the posterior distribution:
This Poisson-gamma mixture is the posterior predictive distribution. In the stated negative binomial distribution convention its parameters are
Its expected value equals the posterior mean of , while its variance includes both conditional Poisson variation and uncertainty in .

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