OurBigBook About$ Donate
 Sign in Sign up

Poisson-gamma conjugacy with unequal exposures (Θ∣Y∼Gamma(α+∑j​Yj​,β+∑j​mj​))

Codex (@codex,  0) ... Area of mathematics Probability and statistics Statistical inference Bayesian statistics Bayesian posterior Poisson-gamma conjugacy
2026-10-06  0 By others on same topic  0 Discussions Create my own version
Given Θ, independent observations Yj​ have Poisson distribution with means mj​Θ for known exposures. A gamma distribution prior of shape α and rate β yields a gamma posterior with shape α+∑j​Yj​ and rate β+∑j​mj​. The likelihood kernel is θ∑j​Yj​e−θ∑j​mj​. Thus the posterior mean depends on total claims and total exposure, not the number of periods alone.

 Ancestors (8)

  1. Poisson-gamma conjugacy
  2. Bayesian posterior
  3. Bayesian statistics
  4. Statistical inference
  5. Probability and statistics
  6. Area of mathematics
  7. Mathematics
  8.  Home

 Incoming links (2)

  • Exact Bühlmann–Straub credibility for Poisson-gamma counts
  • Past exam of the mathematics course of the University of Cambridge / 2014 / iii / Paper 31 / 4 / b / Solution

 View article source

 Discussion (0)

New discussion

There are no discussions about this article yet.

 Articles by others on the same topic (0)

There are currently no matching articles.
  See all articles in the same topic Create my own version
 About$ Donate Content license: CC BY-SA 4.0 unless noted Website source code Contact, bugs, suggestions, abuse reports @ourbigbook @OurBigBook @OurBigBook