Past exam of the mathematics course of the University of Cambridge 2008 iii Paper 44 2 g Solution 2026-10-14
The gamma full conditional distribution has mean . The tower property and the beta distribution mean giveWriting and yieldsThus partial pooling pulls every local mean toward the overall sample mean. The common weight arises from the fixed shape-one mixing distribution; it is the Poisson–exponential posterior shrinkage formula.