Expectation of hierachical model

Posted on October 5, 2012 by | Comments Off on Expectation of hierachical model

Consider the following hierarchical random variable

  1. \(\lambda \sim \mbox{Geometric}(p)\)
  2. \(Y \mid \lambda \sim \mbox{Poisson}(\lambda)\)
Compute \(\mathbf{E}(Y)\).

 

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