Question: 11.8 Suppose you have data (xl, . . . , xn), allp-dimensional, from a multivariate normal distribution N(B, S), with C unknown. Adopt the loss

11.8 Suppose you have data (xl, . . . , xn), allp-dimensional, from a multivariate normal distribution N(B, S), with C unknown. Adopt the loss function:

where S denotes the sample covariance matrix. Adopt a natural conjugate prior distribution for ( 0 , s ) and develop the appropriate Bayes’ estimator for 0.

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