Suppose that X is a normal random variable with unknown mean and known variance 2

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Suppose that X is a normal random variable with unknown mean μ and known variance σ2. The prior distribution for μ is a uniform distribution defined over the interval [a, b]. 

(a) Find the posterior distribution for μ.

(b) Find the Bayes estimator for μ.

Distribution
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Applied Statistics And Probability For Engineers

ISBN: 9781118539712

6th Edition

Authors: Douglas C. Montgomery, George C. Runger

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