Solution

ID: past-exam-of-the-options-i-course-of-the-university-of-oxford/2013/o/2/d/solution

The further observation is independent of the earlier observations conditional on . Integrate its conditional success probability against the posterior:
The given factorial formula for the beta function gives this ratio as . Thus the posterior predictive probability is
It is the posterior mean of the Bernoulli success parameter. Independence here is conditional: sharing the uncertain parameter generally makes past and future observations dependent before conditioning on it.

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