Let 0, X,, X2,... be RVs. Suppose that, conditional on =0, X1, X2, ... are independent and X, is normally distributed with mean 0 and varianceo. Suppose that the marginal PDF of O is1T(0) =e0ER.Calculate the mean and variance of O conditional on X, =x, ..., X,= x„.

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Answered: O = Let 0, X,, X2,... be RVs. Suppose…

Calculus For The Life Sciences

2nd Edition

ISBN:9780321964038

Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.

Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.

Chapter1: Functions

Section1.2: The Least Square Line

Problem 1E

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O = Let 0, X,, X2,... be RVs. Suppose that, conditional on 0, X1, X2,... are independent and X, is normally distributed with mean 0 and variance o. Suppose that the marginal PDF of O is 1 T(0) = e 0ER. Calculate the mean and variance of O conditional on X, =x,.. , X,=.x„.