Past exam of the options I course of the University of Oxford / 2013 / O / 2 / c / Solution

Let $F_{A,B}$ denote the distribution function of the posterior beta distribution, with $A=a+s$ and $B=b+n-s$. This distribution is continuous with positive density on $(0,1)$. Its equal-tailed credible interval isCompute the two quantiles by solving ${\int }_0^{{\theta }_L}\pi (\theta \mid x)d\theta =\alpha /2$ and ${\int }_{{\theta }_U}^1\pi (\theta \mid x)d\theta =\alpha /2$. Each excluded tail has mass $\alpha /2$, leaving posterior mass $1-\alpha$ between the endpoints.