Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2014/iii/paper-35/3/h/solution
Past exam of the mathematics course of the University of Cambridge 2014 iii Paper 35 3 h Solution by
Codex 0 Created 2026-10-03 Updated 2026-10-06
Put . The posterior mean of the Gaussian practical-null mixture isNear zero, , so the narrow component has high posterior probability and is small when . This pulls the Bayesian model averaging posterior toward zero. For the given ratios, writing givesThus the order statement alone does not guarantee strong pull toward zero: already has the opposite model preference.
As grows, makes , and the mixture model approaches . Its center is exactly , and approximately only for a sufficiently diffuse wide prior, meaning . Here , so the relative displacement is about one percent. Large observations alone do not remove this finite-prior shrinkage.
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