next up previous contents
Next: Integrating Up: Estimating functions of probability Previous: Form of the prior

Form of the integrals giving the estimator

From equation 9.9 and by Bayes' theorem, equation 9.1, the estimator may be written as the ratio of integrals
equation5392
and considering a prior of the form in equation 9.12 and cancelling proportionality constants this may then be written as
equation5404
Clear from this expression is that the exponents tex2html_wrap_inline16297 of the prior are simply added to tex2html_wrap_inline15065; from now on they will be ignored and may be replaced at the end of the calculation by substituting tex2html_wrap_inline16301 for tex2html_wrap_inline15065 within the range of validity of the expression. Thus, defining
equation5422
the estimator is given by the ratio
equation5432
When the prior is the sum of terms of the form in equation 9.12, the numerator and denominator both contain respective summations. In each term of each summation though, the respective tex2html_wrap_inline16297 are simply added to tex2html_wrap_inline15065.



David Wolf
Tue Mar 25 08:11:49 CST 1997