Solution

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

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 is
model {
  lambda ~ dgamma(a+n, b+T)
  q <- exp(-lambda)
  belowHalf <- step(lambda-log(2))
}
The monitored average of 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.

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