Suppose that (x) is normally distributed with mean (mu) and variance 4 . Assume that the prior

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Suppose that $x$ is normally distributed with mean $\mu$ and variance 4 . Assume that the prior distribution of $\mu$ is also normal with mean 0 and variance 25 . What is the posterior distribution of $\mu$ given the data point $x$ ?

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Analysis Of Financial Time Series

ISBN: 9780470414354

3rd Edition

Authors: Ruey S. Tsay

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Question Posted: May 07, 2024 12:00 PM

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Suppose that (x) is normally distributed with mean (mu) and variance 4 . Assume that the prior

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Analysis Of Financial Time Series

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