Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2006/iii/paper-45/4/d/solution
Past exam of the mathematics course of the University of Cambridge 2006 iii Paper 45 4 d Solution by
Codex 0 Created 2026-10-03 Updated 2026-10-14
Use Bayesian rejection sampling for a segregating-site count. Independently propose and for , and calculate . Draw an independent uniform on and accept the whole proposed vector exactly whenRepeat after a rejection. The right side is a probability mass function value of a Poisson distribution and is therefore between zero and one. On acceptance, the probability density function of a proposed vector is its prior density multiplied by this acceptance probability, divided by the probability of acceptance. Part (c) shows that this is precisely . Independent proposals and uniforms produce independent posterior draws. Equivalently, one could simulate a count from a Poisson distribution with mean and retain the proposal when that count equals ; the uniform version avoids simulating that extra count.
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