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

8 Consider the time series model Y1 ~ N(0, 102) and

8 Consider the time series model Y1 ~ N(0, 102) and Y|Y-1, ....Yi ~ N(pYt-1,0?) for t = 2, ..., n. Assume priors p ~ N(0, +2) and o' ~ InvGamma(a, b). (a) Compute the posterior distribution of plo?, Y1, ..., Yn. (b) Compute the posterior distribution of o'|p, Y1, . .., Yn

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