Let 0, X,, X2,... be RVs. Suppose that, conditional on = 0, X1, X2, ... are independent and X, is normally distributed with mean 0 and variance o. Suppose that the marginal PDF of O is 1 T(0) = e 0ER....


Let 0, X,, X2,... be RVs. Suppose that, conditional on =<br>0, X1, X2, ... are independent and X, is normally distributed with mean 0 and variance<br>o. Suppose that the marginal PDF of O is<br>1<br>T(0) =<br>e<br>0ER.<br>Calculate the mean and variance of O conditional on X, =x, ..., X,= x„.<br>

Extracted text: Let 0, X,, X2,... be RVs. Suppose that, conditional on = 0, X1, X2, ... are independent and X, is normally distributed with mean 0 and variance o. Suppose that the marginal PDF of O is 1 T(0) = e 0ER. Calculate the mean and variance of O conditional on X, =x, ..., X,= x„.

Jun 11, 2022
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