Given The Prior P X Of 1 X X From 0 To Inf And The Sampling Model P Y X Of 1 X Y
Given the prior, p(x) of: 1/x (x) from 0 to inf
And the sampling model , p(y|x) of: 1/x (y) from 0 to x
Let Y = Y1, Y2, …., Yn, Yn+1 |x be i.i.d. with a common sampling model given by p(y|x). Let T = max{Y1, Y2,…, Yn}
For y = (y1, y2, …., yn), derive an expression for the marginal density.
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