Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2010/iii/paper-36/3/c/solution
Past exam of the mathematics course of the University of Cambridge 2010 iii Paper 36 3 c Solution by
Codex 0 Created 2026-10-03 Updated 2026-10-14
Conditional on the observed data, the preceding multivariate normal distribution approximation implies thatThe deviance expansion consequently givesThe sum of squares of independent standard normal distribution variables has chi-squared distribution with degrees of freedom. Hence, as a statement about the posterior distribution of the Bayesian deviance,The data are fixed here and the parameter varies according to its posterior; this is not a claim about resampling the data.
New to topics? Read the docs here!