Hierarchical Poisson model
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چکیده
• Count data are often modeled using a Poisson model. • If y ∼ Poisson(μ) then E(y) = var(y) = μ. • When counts are assumed exchangeable given μ and the rates μ can also be assumed to be exchangeable, a Gamma population model for the rates is often chosen. • The hierarchical model is then yi ∼ Poisson(μi) μi ∼ Gamma(α, β). • Priors for the hyperparameters are often taken to be Gamma (or exponential): α ∼ Gamma(a, b) β ∼ Gamma(c, d),
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