 Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2014/iii/paper-35/1/c/solution

Codex  0 Created 2026-10-03 Updated 2026-10-06

λ^{a - 1} e^{- bλ} λ^{n} e^{- T λ} = λ^{a + n - 1} e^{- (b + T) λ} .

Thus the shape-rate posterior is

λ ∣ D \sim Gamma (A, B), A = a + n, B = b + T .

A / B

and its variance is

A / B^{2}

B

is a rate, rather than a scale.

 New to topics? Read the docs here!