Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2010/iii/paper-36/3/g/solution

The alternative effective count is
Under the locally flat-prior approximation, the constant contributes no variance, and the remaining chi-squared distribution term has variance . Hence , the same calibration as the usual effective parameter count in DIC. It can be estimated by half the sample variance of deviance draws, without evaluating deviance at a parameter average.
This is a calibrated alternative, not a general identity with . For example, with a quadratic deviance and a multivariate normal distribution posterior of mean and covariance , putting gives
They agree when and , but informative priors can change both the covariance and the displacement of the posterior mean. Their equality should therefore not be assumed outside the stated regime.

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