Empty component under an improper prior

If a model configuration leaves a parameter absent from its likelihood function, giving that parameter an independent flat improper prior makes the posterior distribution normalization infinite whenever the configuration has positive prior distribution mass. Integrate first over that parameter: a positive constant likelihood function factor is repeated over all of $\mathbb{R}$. This occurs for the second segment mean of a Gaussian change-point detection model when the proposed split is after the final observation. There is no posterior distribution or valid Gibbs sampler for that joint kernel. A proper prior distribution on the unused parameter is necessary if the no-change configuration is retained.