Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2024/ib/paper-3/18h/d/ii/solution

For large , the supplied normal-tail approximation gives
Meanwhile,
Since , the posterior point-null probability decays more slowly. Therefore, for sufficiently large ,
This reversal is the Jeffreys-Lindley paradox for a Gaussian point null.

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