 Solution

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

The evidence is the convolution of the likelihood with the prior:

Z = p (y) = \frac{1}{2 π ( σ ^{2} + τ ^{2} )} exp [- \frac{y ^{2}}{2 ( σ ^{2} + τ ^{2} )}] .

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