Conditional probability with normal distributions
Hi, I have two solutions to a problem one devised by me and the other by the instructor. They have the same result, but which is actually done correctly?
We have an initial location
with an uncertainty modelled with a Gaussian with
. We take a GPS measurement
which has an error variance
Write the probabibility density functions of the prior
and the measurement
. And using Bayes rule, what is the posterior
The specific calculations are not important, but I hope I've given enough information to say which is actually correct. Or maybe they both are, or neither?