Past exam of the mathematics course of the University of Cambridge 2014 iii Paper 35 2 c Solution Created 2026-10-03 Updated 2026-10-06
Independent Jeffreys priors and the two independent binomial distribution likelihood factors give, by Beta-binomial conjugacy,The Bayesian posteriors remain independent because each observation factor involves only its own probability. Their posterior means are respectively and . Notice that is the probability of saying milk first when tea was first, rather than the probability of a correct tea identification.
Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 207 2 c Solution Created 2026-10-03 Updated 2026-10-05
For the plug-in Neyman allocation, the estimated Bernoulli distribution variances are and , soThis uses the target ratio directly as the allocation odds; a procedure that actively corrects previous allocation imbalances would need an additional rule.
For the randomized play-the-winner rule RPW, return the drawn ball and add one ball of the same treatment after a success or of the opposite treatment after a failure. Treatment 0 has three successes and two failures, and treatment 1 has one success and three failures. The urn therefore has treatment-0 balls and treatment-1 balls. HenceFor dynamic programming with only the final patient left, there is no future value from learning. Independent uniform prior distributions and Beta-binomial conjugacy give posteriors and . Their posterior predictive probabilities of success are and . The optimal terminal action therefore givesThis is optimal for expected successes with no imposed lower bound on the randomization probabilities.
Past exam of the mathematics course of the University of Cambridge 2019 ib Paper 2 8H a Solution Created 2026-09-24 Updated 2026-09-29
Let be the number of heads. The likelihood function for the Bernoulli distribution sample is proportional to . A uniform distribution prior on is the distribution, so Beta-binomial conjugacy gives the posterior distribution
Past exam of the mathematics course of the University of Cambridge 2021 ib Paper 4 17H c Solution Created 2026-09-24 Updated 2026-09-25
The uniform prior is the Beta distribution . By Beta-binomial conjugacy, after observing heads the posterior isThe Bayes estimator under squared error loss is the posterior mean, hence
Past exam of the mathematics course of the University of Cambridge 2022 ib Paper 1 18H a Solution Created 2026-09-24 Updated 2026-09-25
LetThus patients recover during month , while survive that month without recovery. The likelihood function is
The independent prior densities are proportional to . Beta-binomial conjugacy therefore leaves the coordinates posteriorly independent, with
Posterior predictive probability 2026-10-05
A posterior predictive probability averages a future-event probability over the Bayesian posterior. For a Bernoulli distribution with unknown parameter , it is . Under Beta-binomial conjugacy with posterior , the predictive success probability is .