Question

Step 1

**Introduction:**

Suppose *X*_{1}, *X*_{2}, …, *X _{n}* be a random sample of size

Then, the posterior distribution of *μ* based on the observed values *x*_{1}, *x*_{2}, …, *x _{n}* of

Step 2

**Calculation:**

Here,

Step 3

**Calculation continued:...**

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