Question: 7.(80) Consider a multiple linear regression model y= XB+ . (1)(40) Assume that en N, (0, oI), and that the prior for B is N

7.(80) Consider a multiple linear regression model y= XB+ . (1)(40)

7.(80) Consider a multiple linear regression model y= XB+ . (1)(40) Assume that en N, (0, oI), and that the prior for B is N (0,I). Find the posterior distribution for . (2)(40) Show that the Bayes estimator funder the squared error loss is the ridge regression estimator. sarfandi 7.(80) Consider a multiple linear regression model y= XB+ . (1)(40) Assume that en N, (0, oI), and that the prior for B is N (0,I). Find the posterior distribution for . (2)(40) Show that the Bayes estimator funder the squared error loss is the ridge regression estimator. sarfandi

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