Suppose that X is a normal random variable with mea nd variance o2, where o2 is known and u is unknown. Supp at u behaves as etribution (prior) is also normally distributed with mean µp riance o,, both assumed to be known or estimated. a random variable whose probabi Find the posterior distribution and describe it

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Suppose that X is a normal random variable with mean a
and variance o², where o² is known andu is unknown. Suppose
that u behaves as
distribution (prior) is also normally distributed with mean Hp and
variance o,, both assumed to be known or estimated.
a random variable whose probability
a Find the posterior distribution and describe it
b. Find the posterior expected loss
Find the Bayes estimate for u
C.
Transcribed Image Text:Suppose that X is a normal random variable with mean a and variance o², where o² is known andu is unknown. Suppose that u behaves as distribution (prior) is also normally distributed with mean Hp and variance o,, both assumed to be known or estimated. a random variable whose probability a Find the posterior distribution and describe it b. Find the posterior expected loss Find the Bayes estimate for u C.
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