Will the approach be similar to here: http://www.mathhelpforum.com/math-he...ease-help.html .... ?
Stuck on this one... feel like I should know it
Y and Z are univariate r.v. such that
Y|Z=z ~ N(a+z,sigma^2) , Z ~ N(0,lamda^2)
Find the unconditional dist of Y
Find the unconditional (joint) dist of Y1,... Yn following the above with Yi|Z=z ~ N(ai+z,sigma^2)
Will the approach be similar to here: http://www.mathhelpforum.com/math-he...ease-help.html .... ?