Question: Let X1, , Xn be a sample from a normal distribution with 0 mean, and unknown variance = ^2. Assume the prior density of is
Let X1, , Xn be a sample from a normal distribution with 0 mean, and unknown variance = ^2. Assume the prior density of is p() = e^(), > 0. Determine the Bayesian estimator of the unknown variance given by the mode of the posterior distribution.
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