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Your friend transmits an unknown value to you over a noisy channel. The noise is normally distributed with mean 0 and a known variance 4, so the value that you receive is modeled by N (0,4). Based on previous communications, your prior on is N (5,9). Suppose your friend transmits a value to you that you receive as a = 6. Show that the posterior pdf for 0 is N(74/13, 36/13). For this problem, you need to derive the posterior by carrying out the calculations from scratch. Suppose your friend transmits the same value to you n = 4 times. You receive these signals plus noise as ₁,..., ₁ with sample mean = 6. Using the same prior and known variance o² as in part (a), show that the posterior on 0 is N(5.9,0.9). Plot the posterior and posterior on the same graph. Describe how the data changes your belief about the true value of 0. For this question, you may use the normal updating formulas. (c) How do the mean and variance of the posterior change as more data is received?

Your friend transmits an unknown value to you over a noisy channel. The noise is normally distributed with mean 0 and a known variance 4, so the value that you receive is modeled by N (0,4). Based on previous communications, your prior on is N (5,9). Suppose your friend transmits a value to you that you receive as a = 6. Show that the posterior pdf for 0 is N(74/13, 36/13). For this problem, you need to derive the posterior by carrying out the calculations from scratch. Suppose your friend transmits the same value to you n = 4 times. You receive these signals plus noise as ₁,..., ₁ with sample mean = 6. Using the same prior and known variance o² as in part (a), show that the posterior on 0 is N(5.9,0.9). Plot the posterior and posterior on the same graph. Describe how the data changes your belief about the true value of 0. For this question, you may use the normal updating formulas. (c) How do the mean and variance of the posterior change as more data is received?

MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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part c please 

Your friend transmits an unknown value to you over a noisy channel. The noise is normally distributed with mean 0 and a known variance 4, so the value x that you receive is modeled by N (0,4). Based on previous communications, your prior on is N (5,9). Suppose your friend transmits a value to you that you receive as x = 6. Show that the posterior pdf for eis N(74/13, 36/13). For this problem, you need to derive the posterior by carrying out the calculations from scratch. Suppose your friend transmits the same value to you n = 4 times. You receive these signals plus noise as ₁,..., 4 with sample mean = 6. Using the same prior and known variance o² as in part (a), show that the posterior on is N(5.9, 0.9). Plot the posterior and posterior on the same graph. Describe how the data changes your belief about the true value of 0. For this question, you may use the normal updating formulas. How do the mean and variance of the posterior change as more data is received?
Transcribed Image Text:Your friend transmits an unknown value to you over a noisy channel. The noise is normally distributed with mean 0 and a known variance 4, so the value x that you receive is modeled by N (0,4). Based on previous communications, your prior on is N (5,9). Suppose your friend transmits a value to you that you receive as x = 6. Show that the posterior pdf for eis N(74/13, 36/13). For this problem, you need to derive the posterior by carrying out the calculations from scratch. Suppose your friend transmits the same value to you n = 4 times. You receive these signals plus noise as ₁,..., 4 with sample mean = 6. Using the same prior and known variance o² as in part (a), show that the posterior on is N(5.9, 0.9). Plot the posterior and posterior on the same graph. Describe how the data changes your belief about the true value of 0. For this question, you may use the normal updating formulas. How do the mean and variance of the posterior change as more data is received?
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