This video provides a derivation of the prior predictive distribution - a negative binomial - for when there is a Gamma prior to a Poisson likelihood.

If you are interested in seeing more of the material on Bayesian statistics, arranged into a playlist, please visit:    • Bayesian statistics: a comprehensive ...   Unfortunately, Ox Educ is no more. Don't fret however as a whole load of new youtube videos are coming soon, along with a book that accompanies the series: https://www.amazon.co.uk/gp/product/1... Alternatively, for more information on this video series and Bayesian inference in general, visit: https://ben-lambert.com/bayesian-lect... For more information on econometrics and Bayesian statistics, see: https://ben-lambert.com/