A sequence \(X_1,…,X_n\) is draw iid from either \(\mbox{N}(0,1)\) or \(\mbox{N}(0,10)\) with equal prior probability.
- State the formulae for the probabilities that the sequence came from the normal with mean \(1\) or mean \(10\).
- If you know the mean of the normal is \(1\) then what is the variance of \(S = \sum_i X_i\) and \( \hat{\mu} = \frac{1}{n} \sum_i X_i\).
- What is \(\mbox{Pr}(Z > \max\{x_1,…,x_n\})\) if \(\mu =1\) and \(\mu =10\).