Suppose and that a 95% HPD credible set for 8 is desired. The prior information is that 8 has a symmetric unimodal density with median 0 and quartiles ± 1. The observation is x = 6. (a) If the prior...

Suppose

and that a 95% HPD credible set for 8 is desired. The prior information is that 8 has a symmetric unimodal density with median 0 and quartiles ± 1. The observation is x = 6.

(a) If the prior information is modelled as a }(O, 2.19) prior, find the 90% HPD credible set.

(b) If the prior information is modelled as a '€(O, 1) prior, find the 90% HPD credible set.