Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2009/iii/paper-36/2/e/solution
Past exam of the mathematics course of the University of Cambridge 2009 iii Paper 36 2 e Solution by
Codex 0 Created 2026-10-03 Updated 2026-10-14
Keep fixed. Integral bounds for the decreasing function give , so . ConsequentlyThe posterior mean thus grows like instead of approaching a data-determined limit. Even the posterior distribution mass below a fixed endpoint is . Hence increasing the supposedly innocuous prior cutoff moves the inference to larger and larger endpoints. In an integral approximation its median is of order , also depending strongly on the cutoff. This explains the sensitivity of the entire inference, not just of its posterior mean.
New to topics? Read the docs here!