Solution

ID: past-exam-of-the-simulation-and-statistical-programming-course-of-the-university-of-oxford/2021/3/a/i/solution

Let . Since
integration from zero to gives . Letting and imposing unit total probability gives
The probability density function is positive for because . Consequently the cumulative distribution function is increasing, starts at zero and tends to one. This verifies that the derived normalizing constant defines a probability distribution. The family is the exponential-logarithmic distribution with the complementary mixing parameter .

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