I have that Y ~ Bernouill(Pi) and Pi~Beta(a,b), find the prior predictive distribution.
I know the pmf of Y is Pi^Y(1-Pi)^1-Y And the pdf of Pi is Pi^(Y+a-1)(1-Pi)^(b-Y)
I then multiplied these together and put the product in an intgral over 0,1 but now I am stuck...
Thanks