Solved: . Suppose that X1,...,Xn form a random sample from

Chapter 8, Problem 15

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. Suppose that X1,...,Xn form a random sample from the normal distribution with uknown mean and known variance 2, and the prior p.d.f. of is a positive and differentiable function over the entire real line. Show that if n is large, the posterior distribution of given that Xi = xi (i = 1, . . . , n) will be approximately a normal distribution with mean xn and variance 2/n

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