Inference of a Normal Distribution

As we learned in the previous chapter, the posterior distribution of the parameter that is the subject of statistical inference is, In general, it is easy to express it as an equation. However, it is not easy to express the posterior distribution in a form that allows us to evaluate its properties, such as determining its mean or standard deviation, It is almost always impossible to express the posterior distribution in a form that allows us to evaluate its properties, such as determining its mean or standard deviation. (The posterior distribution of the “three-prisoner problem”, which could be evaluated, is a rather rare exception).