 Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2021/iii/paper-219/4/a/solution

θ ∣ y \sim N (θ, σ_{θ}^{2}), θ = \frac{τ ^{2}}{σ ^{2} + τ ^{2}} y, σ_{θ}^{2} = \frac{σ ^{2} τ ^{2}}{σ ^{2} + τ ^{2}} .

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