Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2014/iii/paper-35/1/f/solution
Past exam of the mathematics course of the University of Cambridge 2014 iii Paper 35 1 f Solution by
Codex 0 Created 2026-10-03 Updated 2026-10-06
There is a notation problem here. The posterior predictive probability calculated above is already a fixed number conditional on . Literally,No simulation is needed for that interpretation. The known exposure is also necessary, despite its omission from this part's list of inputs.
The natural uncertain quantity is instead . For its posterior probability of being below one half, draw the rate from its gamma distribution Bayesian posterior and average an indicator. Rough BUGS code isThe monitored average of
model {
lambda ~ dgamma(a+n, b+T)
q <- exp(-lambda)
belowHalf <- step(lambda-log(2))
}belowHalf estimates , equivalently . The equality boundary has zero probability. This code samples the already updated Bayesian posterior; adding the count likelihood function again would count the data twice. New to topics? Read the docs here!