Past exam of the mathematics course of the University of Cambridge / 2009 / iii / Paper 36 / 1 / a / Solution

The binomial likelihood is $p(x\mid \theta )=\left(\genfrac{}{}{0ex}{}{m}{x}\right){\theta }^x(1-\theta {)}^{m-x}$. Multiplication by the beta distribution prior density and Bayes' theorem give the posterior density kernel ${\theta }^{a+x-1}(1-\theta {)}^{b+m-x-1}$. Normalizing by the beta function yields Beta-binomial conjugacy:This is proper for $a,b>0$ and $0\le x\le m$, including counts at either boundary.