Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2018/iii/paper-219/2/ii/solution

Let . Bayes' theorem and the stated prior factorization give the posterior density
The normalizing constant, when finite and positive, is the integral of this product over its admissible parameter domain. An improper prior requires checking posterior propriety before interpreting this expression as a probability density.

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