Solution
= Solution
The evidence is the convolution of the likelihood with the prior:
$$
\boxed{
Z=p(y)=\frac1{\sqrt{2\pi(\sigma^2+\tau^2)}}
\exp\left[-\frac{y^2}{2(\sigma^2+\tau^2)}\right]}.
$$
= Solution
The evidence is the convolution of the likelihood with the prior:
$$
\boxed{
Z=p(y)=\frac1{\sqrt{2\pi(\sigma^2+\tau^2)}}
\exp\left[-\frac{y^2}{2(\sigma^2+\tau^2)}\right]}.
$$