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6019统计中等derivationmedium

Blending a Prior View With Four Noisy Quotes

题目

A latent fair value θN(10,4)\theta\sim N(10,4). You collect n=4n=4 independent quotes with known per-quote variance σ2=8\sigma^2=8 and sample mean xˉ=12\bar x=12. Compute the posterior mean of θ\theta.

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