Solution

ID: past-exam-of-the-statistics-course-of-the-university-of-oxford/2017/3/a/ii/solution

Conditional on , the future Bernoulli random variable is independent of the observed statistical sample and has success probability . Its posterior predictive probability is therefore the posterior mean of . Put and . Then
using the beta-gamma identity and the Gamma function recurrence. Hence
The whole posterior predictive distribution of is the Bernoulli distribution with this success probability.

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