No, you cannot marginalize the prior and then multiply the marginal with g(x). Here is why: The correct way to use Bayes theorem is to do the following (also suggested by John): $g_p(x,y,z) \propto g(x,y,z) k(x,y,z)$ Thus, $g_p(x) \propto \int_{y,z} \bigl(g(x,y,z) k(x,y,z) \bigr)$ Your want to do the following: $g_p^'(x) \propto \int_{y,z} \bigl(g(x,y,z) \bigr) \int_{y,z} \bigl(k(x,y,z) \bigr)$ In general, $g_p(x)$ and $g_p^'(x)$ will not be identical.