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SpringPhysics
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Homework Statement
I am trying to determine the posterior distribution of N where given a sequence of n independence Poisson random variables, the first N come from Poisson(a1) and the next N+1st to the nth ones come from Poisson(a2). The prior distribution on N is discrete uniform on the integers from 1 to n-1.
Homework Equations
The Attempt at a Solution
I found the likelihood (which is the same as the posterior):
P(N|a1, a2) [itex]\alpha[/itex] e-N(a1-a2)(a1/a2)ƩXi where i goes from 1 to N
No matter how much I try to rearrange the terms, I can't find out what this distribution is. Any help would be appreciated. Thanks.