The order prior and probabilities of choosing upward or downward moves are not specified, so include them explicitly. Let be the model-order prior probability, the birth-selection probability at order , and the reverse death-selection probability. Denote the correctly normalized coefficient prior by and the probability density function of by . Common variance-prior factors cancel since is unchanged.
Put , , and . The centered polynomial birth move in reversible-jump sampling gives , so the residual-sum-of-squares change is
The map is triangular with determinant one. Thus the reversible-jump Markov chain Monte Carlo ratio is
For an entirely explicit Gaussian expression, define and . Dividing the two normalized Gaussian priors and the proposal probability density function gives
Equal model-order priors and equal birth/death selection probabilities remove the first ratio, if that is the intended convention. Dropping the order-dependent normal-prior constants instead would give the wrong acceptance rule.
For the reverse centered polynomial birth move in reversible-jump sampling, recover from the current coefficient vector. Remove that highest-order coefficient and undo the intercept shift:
No auxiliary random number is drawn for this death move: the removed coefficient supplies the auxiliary value needed to reconstruct the birth move. The reverse Jacobian determinant is also one. The inverse prediction change is , hence the residual in the lower-order model is .
A reversible-jump Markov chain Monte Carlo calculation compares normalized model-specific densities. The fixed-order posterior written only up to proportionality in part (a) omits normalizing factors that depend on and therefore cannot simply be canceled between dimensions. Moreover, the printed question does not specify the model-order prior distribution or the probabilities of selecting birth and death moves. Denote those by , and , respectively, retaining them in the answer.
Put , , , and . The centered polynomial birth move in reversible-jump sampling changes the fitted vector by , so its new residual is . Therefore
The map from to has ones down the diagonal and a single additional entry in the intercept row. Its Jacobian determinant is one.
Write and . The normalized multivariate normal distribution prior ratio is
Divide also by the forward proposal density . The common inverse-gamma distribution prior for and the common normal-likelihood normalization cancel, since stays fixed. The forward acceptance ratio is consequently
Here is the proposal standard deviation. If equal model priors and symmetric birth/death selection are explicitly adopted, their ratios become one; they are not determined by the PDF. The expression assumes the same hyperparameters for the variance prior in both models, as in part (a). A dimension-dependent variance prior would contribute its own ratio.