Past exam of the mathematics course of the University of Cambridge / 2009 / iii / Paper 36 / 4 / a / Solution

Compute the Bayesian model evidence for each model by integrating its sampling density against its parameter prior:The posterior odds are the prior odds multiplied by the Bayes factor:The parameter priors used for evidence must be normalized; arbitrary normalization constants in model-specific improper priors would make this comparison undefined.