- #1
omg!
- 52
- 0
forgive for my ignorance, but i have a practical problem that i don't know how to approach:
[tex]X\sim\mathcal{N}(\mu,\sigma^2)[/tex]
where [tex]\mu\sim\mathcal{N}(\mu_{\mu},\sigma_{\mu}^2)[/tex]
and [tex]\sigma\sim\mathcal{N}(\mu_{\sigma},\sigma_{\sigma}^2)[/tex]
what is the resulting distribution of [tex]X[/tex], in terms of [tex]\mu_{\mu},\sigma_{\mu},\mu_{\sigma},\sigma_{\sigma}[/tex]?
[tex]X\sim\mathcal{N}(\mu,\sigma^2)[/tex]
where [tex]\mu\sim\mathcal{N}(\mu_{\mu},\sigma_{\mu}^2)[/tex]
and [tex]\sigma\sim\mathcal{N}(\mu_{\sigma},\sigma_{\sigma}^2)[/tex]
what is the resulting distribution of [tex]X[/tex], in terms of [tex]\mu_{\mu},\sigma_{\mu},\mu_{\sigma},\sigma_{\sigma}[/tex]?