Suppose, for i=1,..., p. that 8,=,+,, where the , are i.i.d. (0,0), unknown.

(a) If , is, where is in (0, 1) but is otherwise unknown, describe the implied class, I, of priors for =(0,, 0)'.

(b) If the for all i, and is known to have a A(1,1) distribution (independent of the e,), show that the implied class of priors for = (88) can be written 77 ={: is (1,1+(!)), >0}, where 1 (1, 1, 1)' and (1) is the (pxp) matrix of all ones.