How close is the match? Discuss.

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.Develop an appropriate routine for sampling 20 observations (data points) from an N(0, 1) distribution. Then, reverse the process using these data to sample from the posterior distribution for μ and σ2. Use the noninformative prior p(μ, σ2) ∝ 1/σ2, and use either Gibbs sampler described in the chapter. Next, plot the posterior density for μ, and superimpose an appropriate t distribution over this density. How close is the match? Discuss.

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