39. If X is normal N(8,1) and 8 has a Cauchy density b/{ 7T[b2 + (8 -...

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39. If X is normal N(8,1) and 8 has a Cauchy density b/{ 7T[b2 + (8 - JL)2]), determine the possible shapes of the HPD regions for varying JL and b.

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