Summary of Bayesian notes for WS245

Theory Chapters 2 & 3:

 Definition 2.1 (p14)

 Theorem 2.2 (p16), not to derive or proof but should know prior and posterior completely.
 Remarks 1‐4 (p17‐19)
 Example 2.1 and similar (p19‐21)
 Theorem 2.3 (p22)
 Remarks 1‐2 (p23)
 Example 2.2 and similar (p23‐24)
 Theorem 3.3 (p30)
 Remarks 1‐4 (p31‐32)
 Example 3.1 and similar (p32‐33) without interpolating
 Theorem 3.4 (p33‐34) & Remarks (p34)
 Example 3.2 and similar (p34‐35)
 Theorem 3.5 (p37)

Chapter 4: Just be able to write down the non‐informative priors for:

 Theorem 4.1: write down the posterior, i.e. θ0 = 0 and ϕ → ∞ in conjugate prior
 Theorem 4.2: write down the posterior, i.e. a, b = 0 in conjugate prior
 Theorem 4.4: write down the posterior, i.e. α, β = 0 in conjugate prior
 Theorem 4.5: write down the posterior, i.e. α = 0.5 or 0, β = 0 in conjugate prior
 Theorem 4.6: write down the posterior, i.e. γ, ξ = 0 in conjugate prior

Chapter 4.2: On Bayesian estimation with loss function:

 What is the estimate a of θ in loss function notation? How is a obtained when only the prior
is available?
 What is the estimate a of θ in loss function notation after observations are made, i.e.
relative to a posterior pdf or pmf?
 If ( , a )  (  a ) 2 what is the Bayesian estimator?

 * ( X )  a  E[ | data] i.e. mean of the posterior .  * ( X ) (learn definition) is the

value of a that minimises E[(  a ) 2 | data ] . Should be able to prove!

 If  ( , a ) |   a | what is the Bayesian estimator?

 *(X )  a  median of the posterior .  * ( X ) (learn definition) is the value of a that

minimises E[|   a || data ] . Should be able to prove!