14.1* Prove expression (14.2). with the associated defirution of a,, c,. (Recall that o2 and T? are assumed known. Hint: first derive the distributions of y I y and 8, I p, y and then integrate out p wing the formula for a normal mixture of normals.) Show that this equation can be written in the form 8, =

j + (1 - B)(y, - j , ) ,w here B is the shrinkage factor, and give an expression for B.