Question: Question 2 [10 points]: Bayesian Theorem Consider a D-dimensional Gaussian random variable x with distribution N(x|M, E) in which the covariance E is known and

 Question 2 [10 points]: Bayesian Theorem Consider a D-dimensional Gaussian random
variable x with distribution N(x|M, E) in which the covariance E is

Question 2 [10 points]: Bayesian Theorem Consider a D-dimensional Gaussian random variable x with distribution N(x|M, E) in which the covariance E is known and for which we wish to infer the mean y from a set of observations X = {x1, ...,XN}. Given a prior distribution p(u) = N(ulMo, Zo), find the corresponding posterior distribution p(u|X)

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