Question: Please help to solve part (c), (d) and (e). Detailed steps are required. Thanks! 2. Suppose that we have the model yu ~ N(u, T-!)

Please help to solve part (c), (d) and (e). Detailed steps are required. Thanks!

Please help to solve part (c), (d) and (e). Detailed steps are

2. Suppose that we have the model yu ~ N(u, T-!) where T > 0 is known and / is an unknown parameter. (a) Write down f(ylu) (2 marks) (b) Show that flylu) x exp (-?(3-1)2) (3 marks) (c) Suppose that we have a prior / ~ N(a, b-!) where b > 0. Show that the prior distribution (/) verifies T (M) x exp b 2 ( 1 - a ) 2) (3 marks) (d) Show that the posterior (uly) verifies b T (uly) x exp T+ b T 2 b+T b+ (8 marks) (e) Which distribution is "(uly)? (3 marks) (f) Suppose that T = a = b = 2. Suppose that you observe a realization of y with a value of 2. Compute the posterior distribution (#|2) and explain how it relates to T (M). (6 marks) (g) Suppose now that you observe a second realization of y with a value of -2. Update the posterior 7(M|2) to incorporate this new information

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