Question: 3. Suppose that the random variable 8 takes the values 1J U and 1 with respective probabilities U4, 1/2 and U4. Suppose furthermore that given

3. Suppose that the random variable 8 takes the values 1J U and 1 with respective probabilities U4, 1/\"2 and U4. Suppose furthermore that given 8 = 8, the random variable X follows a normal {Gaussian} distribution with mean 8 and variance 1. {a} Show that the posterior distribution is given by (1+ 266+\"? + e23)_1 if e = 1 fags-m = 2 (e_3_1f2 + 2 + ex-1f2j'l '1er? = 0 (823 + 2e_$+1f2 + 1) '1 if e = 1. [5 marks] {b} Suppose that a sample X = x is observed. Find the Bayesian estimate for 6\" under the squared error loss function. [5 marks]
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