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If Bayesian Hierarchial Modelling deals with the equation

$$ p(\alpha,\theta|x) \propto p(x|\theta,\alpha) p(\theta|\alpha) p(\alpha)$$

Where do we get the distributions for $p(x|\theta,\alpha)$ and $p(\theta|\alpha)$? Im not sure how you use this formula in practice

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    $\begingroup$ If you're building the hierarchical model (i.e. you're not getting it from somewhere else), it's typical that you assume distributions, e.g. $x$ is distributed according to gamma with parameters $\theta, \alpha$ and also assume priors for these. $\endgroup$ – gunes Jan 9 at 11:23

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