Past exam of the mathematics course of the University of Cambridge 2010 iii Paper 36 2 c Solution Created 2026-10-03 Updated 2026-10-14
A proper gamma approximation to a Poisson Jeffreys prior uses shape and a small positive rate :Its density is proportional to , so where is small its kernel approximates the Jeffreys prior. After observing the data, Poisson-gamma conjugacy gives , which converges to the preceding posterior distribution as . This is an approximation of an improper kernel on the relevant parameter range, not a weak limit to a normalized Jeffreys probability distribution. The shape must be ; a small-shape gamma prior would approximate a different power of .