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As you know, the normal distribution famin is its own conjugate family. But this does not mean that one should always use a normal distribution

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As you know, the normal distribution famin is its own conjugate family. But this does not mean that one should always use a normal distribution as prior. Let X1, X2,. . \"X" be iid observations from the N(,62) distribution, and consider an the double exponential prior for pr , ELM} = e f (261). Find the mean of the posterior distribution of ,u _

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