Still in connection with given Example, show that the posterior distribution on (a, b, c, σ - 2) is a standard distribution made of a trivariate normal on (a, b, c) conditional on σ and the data and a gamma distribution on σ -2 given the data.
Example
The cars dataset relates braking distance (y) to speed (x) in a sample of cars. Given Figure shows the data along with a fitted quadratic curve that is given by the R function lm. The model posited for this dataset is a quadratic model
yij = a + bxi + cxi2 + εij, i = 1,...,k, j = 1,...ni,
where we assume that εij ∼ N(0, σ2) and independent.