Suppose X1 ... ,Xn sample from the are an i.i.d. sample from the density. (a) For the non informative prior show that the posterior probability, given that is in a set C is given by (b) Show...

Suppose X₁
... ,X_n
sample from the are an i.i.d. sample from the

density.

(a) For the non informative prior

show that the posterior probability, given

that

is in a set C is given by

(b) Show that the confidence procedure

where

is a frequentist 95% confidence procedure, and calculate its posterior probability.