1) When is meant by "write down the joint
density..." - should we just
copy the formulation of Negative Binomial distribution on page 53?
I'm asking you to write down the joint density of y and lambda (before
integrating out lambda), not the marginal density of y.
2) Should the R function compute the probability of
one y_i value, or
create a matrix of probabilities over a range of y, or plot them?
You should compute the probabilities over a range of y.
3) Where can we learn more about "numerical
integration via the grid
method"?
If you understand the basic concept, you are fine. don't worry about it.
4) Why is Negative Binomial distribution called
"density" in question 4
if it's discrete?
It should be "mass function", but often "density" is used for both
discrete and
continuous distributions.
hope everybody is enjoying the evening ;)
I'm going to bed!
Kosuke