Past exam of the mathematics course of the University of Cambridge 2005 iii Paper 45 3 iii Solution Created 2026-10-03 Updated 2026-10-14
Let , with all , and put . The independent exponential epoch times have joint densityTake a proper prior distribution density on , independent of the neutral genealogy. Independence is appropriate because the specified neutral Kingman's coalescent does not depend on the mutation parameter. The conditional observed-count likelihood function isIts prior predictive probability, or Bayesian model evidence, isAssuming , Bayes' theorem gives the joint posterior of mutation rate and coalescent times:It is zero outside the prior support and positive-time region. For , use the usual convention in the Poisson mass. An improper prior cannot be sampled as the proposal in the following algorithm, even in cases where its formal posterior can be normalized.