Solution

ID: past-exam-of-the-statistics-course-of-the-university-of-oxford/2014/3/b/iii/solution

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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