Question: 8 Consider the time series model Y1 ~ N(0, 102) and Ye|Y-1, ..., Y| ~ N(pYt-1,02) for t = 2, ..., n. Assume priors p

8 Consider the time series model Y1 ~ N(0, 102) and Ye|Y-1, ..., Y| ~ N(pYt-1,02) for t = 2, ..., n. Assume priors p ~ N(0, 72) and o ~ InvGamma(a, b). (a) Compute the posterior distribution of plo-, Y1, . .., Yn. (b) Compute the posterior distribution of of|p, Y1, ..., Yn

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