Solution
ID: past-exam-of-the-statistics-course-of-the-university-of-oxford/2014/3/b/iii/solution
Past exam of the statistics course of the University of Oxford 2014 3 b iii Solution by
Codex 0 2026-10-31
Let be the cumulative distribution function of a gamma distribution with shape and rate ; explicitly,The posterior distribution is continuous and has positive density on , so its quantiles give the requested equal-tailed credible interval:Equivalently, , so the endpoints can be written as the corresponding chi-squared distribution quantiles divided by . Either form excludes posterior probability from each tail.
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