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Given distribution of $X$ and $X|Y=y$, is it possible to find distribution of $Y$?
What the title says!
My intuition is NO since in Bayesian statistics we typically specify the prior and likelihood, and from those two we can compute the posterior and so on. We can interpret $Y$ = ...
11
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5
answers
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Compound Poisson Distribution with sum of exponential random variables
I'm trying to find the distribution and parameters in a Compound Poisson
$S=\displaystyle\sum_{j=1}^{N}Y_{j},$ where $Y_{j}$ are exponential random variables independent and distributed identically ...