12.2 Show that the posterior distribution using a Normally distributed prior N(0, 2 0 ) and Normally distributed likelihood N(l , 2 l ) is

12.2 Show that the posterior distribution using a Normally distributed prior N(µ0,σ

2 0

) and Normally distributed likelihood N(µl

,σ

2 l

) is also Normally distributed with mean

µ0σ

2 l + µlσ

2 0

σ

2 0 +σ

2 l

and variance

σ

2 l σ

2 0

σ

2 0 +σ

2 l

.