  The marginalization paradox involves a disagreement between two Bayesians who
use two different procedures for calculating a posterior in the presence of an
improper prior. We show that the argument used to justify the procedure of one
of the Bayesians is inapplicable. There is therefore no reason to expect
agreement, no paradox, and no evidence that improper priors are inherently
inconsistent. We show further that the procedure in question can be interpreted
as the cancellation of infinities in the formal posterior. We suggest that the
implicit use of this formal procedure is the source of the observed
disagreement.
