Question: The random variables Y, Z have the form Y = X+U, Z = X+V, where X, U, V, are independently normally distributed with zero means

The random variables Y, Z have the form Y = X+U, Z = X+V, where X, U, V, are independently normally distributed with zero means and variances 0, 1, 1. Given " independent pairs (1, 1), (yn, Zn), obtain the maximum likelihood estimate 6. What is the posterior distri- bution of 0? (Lond. M.Sc.)

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