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Given is a linear model $y_i=x_i^T+e_i$ where $e_i \sim N(0, \sigma^2)$. The precision is defined as $\tau = \frac{1}{\sigma^2}$. I am asked to derive the posterior $\pi(\beta|x,\tau)$.

Would I compute the posterior by doing the following: $\pi(\beta|x,\tau) \propto p(x, \tau | \beta) p(\beta)$ or $\pi(\beta|x,\tau) \propto p(x,|\tau, \beta) p(\tau |\beta) p(\beta)$?

I would assume the above relations to be equivalent; How do the mathematical expressions of the pdfs of $p(x, \tau | \beta)$ and $p(x,|\tau, \beta$) differ?

  • Your question is missing the prior distribution on $\beta$ and $\sigma$. The first equation is furthermore missing a $\beta$. – Xi'an Apr 07 '18 at 12:35
  • I think the previous question and my answer cover your question. – Xi'an Apr 07 '18 at 12:37

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