Question

Question 3 Assume 21, 22, ..., In are normally distributed with mean y and variance o2. Hold o2 constant. (a) Show that this distribution is in the exponential family. (b) What is the conjugate prior? Express in canonical form. (c) What is the posterior distribution using the conjugate prior in (b)? Express in canonical form. Challenge question: Repeat (a)-(c) without holding o2 constant.

Answer 1

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