2.40 ( ) www Consider a D-dimensional Gaussian random variable x with distribution N(x|,) in which the covariance is known and for which we

2.40 ( ) www Consider a D-dimensional Gaussian random variable x with distribution N(x|μ,Σ) in which the covariance Σ is known and for which we wish to infer the mean μ from a set of observationsX = {x1, . . . , xN}. Given a prior distribution p(μ) = N(μ|μ0,Σ0), find the corresponding posterior distribution p(μ|X).