 Joint posterior of mutation rate and coalescent times

For a proper prior distribution $\pi (\theta )$ independent of coalescent times $T$, let $q(T)={\prod }_{j=2}^n{\lambda }_j{e}^{-{\lambda }_j{T}_j}$ with ${\lambda }_j=\left(\genfrac{}{}{0ex}{}{j}{2}\right)$ and $L=\sum j{T}_j$. Observing $S=k$ under an infinite sites mutation model gives posterior density $\pi (\theta )q(T)e^{-\theta L/2}(\theta L/2{)}^k/(k!m_k)$, where $m_k$ is the prior predictive probability of $S=k$. Multiplication by the conditional Poisson mass and normalization is an application of Bayes' theorem.

// Target: statistical-inference.bigb