Question: Question 10: By identifying the terms that are linear and quadratic with respect to p() in the exponential factor of /(p(#)|y()), show that the mean

Question 10: By identifying the terms that are linear and quadratic with respect to p() in the exponential factor of /(p(#)|y()), show that the mean and covariance matrix of J(p()ly(t)) are given by met = (12 - Ktb )Ent-1 (8) with y (t) = (t ) - bmat-1 Ki = (Ett-16)/82 B' = bEt-10+0, and /2 the 2 x 2 identity matrix. (6 Marks)

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