Past exam of the mathematics course of the University of Cambridge / 2022 / iii / Paper 219 / 4 / a / i / Solution

Using Bayes theorem and the fact that the prior is proper,Thus $\hat{I}$ is an unbiased estimator of $Z^{-1}$, and the Harmonic mean estimator of Bayesian model evidence is $\hat{Z}=1/\hat{I}$. The reciprocal is not itself generally unbiased, though it is consistent when the strong law of large numbers applies.