\documentclass[compose]{exam-n} \begin{document} \begin{question}{30} \comment{by Graham Woan} Two variables, $A$ and $B$, have a joint Gaussian probability distribution function (pdf) with a negative correlation coefficient. Sketch the form of this function as a contour plot in the $AB$ plane, and use it to distinguish between the most probable joint values of $(A,B)$ and the most probable value of $A$ given (a different) $B$. \partmarks{5} \label{q:numerical2} Note that this is question \ref{q:numerical2} on p.\pageref{q:numerical2}. Explain what is meant by \emph{marginalisation} in Bayesian inference and how it can be interpreted in terms the above plot. \partmarks{5} Doppler observations of stars with extrasolar planets give us data on $m\sin i$ of the planet, where $m$ is the planet's mass and $i$ the angle between the normal to the planetary orbit and the line of sight to Earth (i.e. the orbital inclination), which can take a value between 0 and $\pi/2$ . Assuming that planets can orbit stars in any plane, show that the probability distribution for $i$ is $p(i) = \sin i$. \partmarks{5} A paper reports a value for $m\sin i$ of $x$, subject to a Gaussian error of variance $\sigma^2$. Assuming the mass has a uniform prior, show that the posterior probability distribution for the mass of the planet is \begin{equation*} p(m|x)\propto\int_0^1\exp\left[-\frac{\left(x-m\sqrt{1-\mu^2}\right)^2}{2\sigma^2}\right] \ddd \mu, \end{equation*} where $\mu=\cos i$. \partmarks{9} Determine the corresponding expression for the posterior pdf of $\mu$, and explain how both are normalised. \partmarks{6} \end{question} \end{document}