Hi,

I have a bunch of 2D data which I want to interpret as samples from 11 different posterior (gaussian) distributions. I can obviously estimate the covariance and mean of these posteriors from the data, but what I really want to do is estimate the parameters of the underlying (gaussian) likelihood function and (gaussian) prior distribution.

Can anyone tell me if this is possible, and if so how, or point me to a source?

Many thanks, MD