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Shivam Dave
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Shivam Dave Asks: Mathematically prove that a Beta prior distribution is conjugate to a Geometric likelihood function
I have to prove with a simple example and a plot how prior beta distribution is conjugate to the geometric likelihood function. I know the basic definition as
'In Bayesian probability theory, a class of distribution of prior distribution $\theta$ is said to be the conjugate to a class of likelihood function $f(x|\theta)$ if the resulting posterior distribution is of the same class as of $f(\theta)$.'
But I don't know how to prove it mathematically.
P.S. - It would really nice of you guys to provide some good material on bayesian statistic and probability theory.
I have to prove with a simple example and a plot how prior beta distribution is conjugate to the geometric likelihood function. I know the basic definition as
'In Bayesian probability theory, a class of distribution of prior distribution $\theta$ is said to be the conjugate to a class of likelihood function $f(x|\theta)$ if the resulting posterior distribution is of the same class as of $f(\theta)$.'
But I don't know how to prove it mathematically.
P.S. - It would really nice of you guys to provide some good material on bayesian statistic and probability theory.
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