From Computational Statistics (CSE383M and CS395T)
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To Calculate

1. In Segment 6 (slide 8) we used the improper prior 1 / r. Show that this is just a limiting case of a (completely proper) Lognormal prior.

2. Prove that Gamma(α,β) has a single mode at (α − 1) / β when .

3. Show that the limiting case of the Student distribution as is the Normal distribution.

To Think About 1. Suppose you have an algorithm that can compute a CDF, P(x). How would you design an algorithm to compute its inverse (see slide 9) x(P)?

2. The lifetime t of a radioactive nucleus (say Uranium 238) is distributed as the Exponential distribution. Do you know why? (Hint: What is the distribution of an Exponential(β) random variable conditioned on its being greater than some given value?)

Class Activity

Teamed with: Sean Trettel, Kai, and Tameem You can refer to: Trettels for class activities.