This should be rather simple bayesian problem, but I can't figure it out for myself.
If i pick numbers from normal distributionS, where the variance of the distribution at each pick v1, is in turn picked out of a normal distribution with variance v2.
What is then the distribution of the random number? i tried this on my calculator a bit, and it looks as if it is normal itself, but what is the variance of x?
This is not homework, but something I would like to understand how to calculate.