Question: Suppose X~ N(0, ) and is (, ), where , , and are known. Let I' be the e-contamination class of priors with
Suppose X~ N(0, σ²) and πο is Ν(μ, τ²), where σ², μ, and τ² are known. Let I' be the e-contamination class of priors with 2 of the form (4.110) (where0=µ). Show that, as x-μ|→0, the ML-II prior yields a posterior, (0 x),which converges (in probability, say) to the N(x, o²) posterior. (To be more precise, show that the ML-II posterior distribution of (0-x) converges to a N(0, o2) distribution.)
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