Assume 0 is from a location density. It is believed that and that o has prior mean Show that the prior distribution which maximizes entropy, subject to these constraints, is given by where z is...

Assume 0 is from a location density. It is believed that

and that o has prior mean

Show that the prior distribution which maximizes entropy, subject to these constraints, is given by

where z is the solution to the equation

(Sinh and tanh stand for hyperbolic sine and hyperbolic tangent, respectively.)