Hi allstat list,
Much appreciated if you could help me in this:
Suppose Prior distribution for A and B are jointly normally distributed.
C = A + B, so prior distribution for C is also normally distributed.
Now suppose X is the data, and X ~ Normal(C, sigma^2)
Suppose sigma^2 is known.
Now posterior distribution of C is also normal.
However, is there an analytic formula for the posterior distribution of A and B?
Thanks in advance,
Tim
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