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Conditional expectation of the probability that a prior parameter is greater than some value
I am working in a Bayesian setting where I have a prior $p \sim \text{Beta}(\alpha, \beta)$. For reasons that don't really matter, I'm later defining a new parameter, call it $C$, which is the ...
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How to compute the CDF of this random variable?
I'm working on a game theory model of incomplete information, where players observe certain attributes via noisy signals. Specifically, one player has the opportunity to choose any value $\eta$ from ...
- 99