Past exam of the mathematics course of the University of Cambridge 2008 iii Paper 44 2 e Solution 2026-10-14
A flat density in induces . Since , the absolute Jacobian determinant is . ThereforeThis is the Haldane prior, an improper prior with formal beta parameters .
Past exam of the mathematics course of the University of Cambridge 2008 iii Paper 44 2 f Solution 2026-10-14
Multiplying the likelihood in part (d) by the Haldane prior gives . ConsequentlyFor at least one hospital, , this posterior is proper exactly when . If every count is zero, the kernel diverges at and does not define a posterior distribution; the improper prior cannot then be used for the subsequent expectation.
For and , a scale-invariant prior induces the Haldane prior on . Integrating out each local mean gives . Thus for . The gamma full conditional distribution has mean , so the tower property gives , equal to the displayed partial pooling formula. For , the posterior is improper and this expectation is undefined.