Past exam of the statistics course of the University of Oxford / 2014 / 3 / b / i

Let $s={\sum }_i{x}_i$, $A=a+s$ and $B=b+n$. Conditional independence gives the Poisson distribution's likelihoodMultiply by the prior gamma distribution's density and discard factors independent of $\theta$:Normalizing with the gamma function identifiesHere $A=a+s$ is the shape and $B=b+n$ is the rate, not the scale. This is conjugate prior updating for a Poisson distribution.