Home » Basic probability » Conditional Expectation » Expectation of hierachical model

Expectation of hierachical model

By in Conditional Expectation, Conditioning, Expectations, Prior/Posterior Distribution on .

Consider the following hierarchical random variable

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

 

Tags: , , ,

Topics

Sites@Duke Express is powered by WordPress. Read the Sites@Duke Express policies and FAQs, or request help.