For two independent observations, X1 and X2, give the 95% HPD credible set with respect to the non-informative prior (Note that it will sometimes be an interval, and sometimes the union of two...

For two independent

observations, X₁
and X₂, give the 95% HPD credible set with respect to the non-informative prior

(Note that it will sometimes be an interval, and sometimes the union of two intervals; numerical work is required here.)