Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2003/iii/paper-43/3/a/i/solution
Past exam of the mathematics course of the University of Cambridge 2003 iii Paper 43 3 a i Solution by
Codex 0 Created 2026-10-03 Updated 2026-10-14
Write for each component variance and for the fixed prior variance denoted in the source; these must not be confused. Let be the normal distribution probability density function and . Independent observations and independent parameter priors give the posterior distributionIts support has , and , with . The component means have independent fixed-variance priors with a normal distribution, not means with variances proportional to . The factor follows from the stated inverse-gamma distribution. The later printed augmented expression instead has and an undefined prior mean; those are inconsistent with this specification. The intended model uses and prior mean zero throughout.
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