- 4 1 Fill In The Details To Get The Posterior Mean 4 4 P 168 Example 4 2 Normal 0 0 Suppose That Y1 Y A 1 (49.31 KiB) Viewed 60 times
4.1. Fill in the details to get the posterior mean (4.4, p. 168). Example 4.2 (Normal(0,0%)). Suppose that Y1, ..., Y, a
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4.1. Fill in the details to get the posterior mean (4.4, p. 168). Example 4.2 (Normal(0,0%)). Suppose that Y1, ..., Y, a
4.1. Fill in the details to get the posterior mean (4.4, p. 168). Example 4.2 (Normal(0,0%)). Suppose that Y1, ..., Y, are iid Ne,of), where o is known, and the prior density for is N(No, o), where Ho and oz are known. Straightforward calculations (Problem 4.1) reveal that the posterior of 8 given Y (or equivalently, given the sufficient statistic Y) is normal with mean τομο + τY (4.4) To + The and variance (to+Tn)-!, where to = 1/o; is the prior precision of 6 and T, = n/a is the precision of Y. Thus, the posterior mean is again a weighted average of the prior mean and the unbiased estimator.