Dear all,

I'm considering the construction of the Bayesian hierarchical binay model involving Geometric Process (GP).

The settings are

X_i comes from a GP of Lam(1988) with ratio a;
W_i=a^{i-1}X_i, hence stationary;
Y_i=I(W_i>a^{i-1}) binary.

Now assume that W_i are i.i.d. with the same gamma distribution.

The problem is:
given Y_i observed, how can we estimate the parameters of the GP satisfied by the X_i using Bayesian method.

For the MLE of the parameters, we can proceed as the classic situation. But for the Bayesian estimation, it seems difficult.

Any suggestions and codes are welcome!

Dr. Ya-yong Tang
Mathematical College
Sichuan University
Chengdu, Sichuan 610064
P.R. China
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