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ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2017/iii/paper-216/1/a/solution
Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 216 1 a Solution by
Codex 0 Created 2026-10-03 Updated 2026-10-06
Put and . Dropping factors independent of , the multinomial likelihood and uniform prior give the posterior densityMultiplying this by the stipulated binomial distribution for the latent variable cancels the factor :Consequently the two full conditional distributions areStart with , sample from its binomial distribution, then sample a new from its Beta distribution, and repeat. The binomial distribution can be sampled by adding independent Bernoulli random variables. For the Beta distribution, take independent and and return ; integer-shape gamma distributions are sums of independent unit-rate exponential distributions. Both shapes are positive even when some observed counts vanish.
Each Gibbs sampler update preserves the augmented posterior distribution, so its marginal distribution is the required posterior distribution. The positive full conditional distributions on the interior allow exploration of the entire support. These iterates are generally dependent; they are not the independent exact draws constructed in the later parts.
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