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7.201234
2009 Jan 02
1
R: numerical integration problems
hello all
happy new year and hope you r having a good holiday.
i would like to calculate the expectation of a particular random variable and would like to approximate it using a number of the functions contained in R. decided to do some experimentation on a trivial example.
example
========
suppose x(i)~N(0,s2) where s2 = the variance
the prior for s2 = p(s2)~IG(a,b)
so the posterior is