Company: iragecapital
Difficulty: easy
Posterior Standard Error in a Normal–Normal Model For a normal–normal model with posterior mean θ_post = (θ₁/se₁² + θ₂/se₂²) / (1/se₁² + 1/se₂²), which expression is the posterior standard error? sqrt(se₁² + se₂²) sqrt(1 / (1/se₁² + 1/se₂²)) 1 / (1/se₁² + 1/se₂²) (se₁ + se₂) / 2