Question: Suppose XI, . . . , X,, denotes an i.i.d. sample of p-vectors h m a N(B, A) distribution, where A denotes a knownp x

Suppose XI, . . . , X,, denotes an i.i.d. sample of p-vectors h m a N(B, A)

distribution, where A denotes a knownp x p covariance matrix. Give a vague prior density for (8. A).

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