Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2009/iii/paper-36/2/c/solution

A constant improper prior would give the formal posterior density kernel . However,
There is no normalized posterior distribution under this prior. The failure is not simply that the prior is improper: some improper priors give proper posteriors. Here posterior propriety itself fails after this single observation, so probabilities, quantiles and a posterior mean cannot be assigned to that kernel.

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