Bayesian data mining
Hi, I need a help to know whether I can perform the following in R: I have a set of observations (Ns) and each observation is drawn from a poisson distribution with an unkown mean, lambda. The set of lambdas in their turn are drawn from a common prior distribution which is supposed to be a a mixture of two gamma distributions. Is there a way to determine the poisson means in R, given the Ns and the probabilities? And how can one determine the two alphas and the two betas of the gamma mixtures? I am assuming there will be an MLE somewhere. This is to help me understand and apply William DuMouchel concept of datamining especially in his article: "Bayesian data mining in large frequency tables". Thanks