Multivariate normal known covariance matrix

MULTIVARIATE NORMAL OBSERVATIONS WITH KNOWN COVARIANCE MATRIX 85... 

Let yj for j = 1,..., J be a random sample from a multivariate normal distribution having mean vector n and known covariance matrix E. The likelihood of the random sample will be equal to the product of the individual likelihoods. It is given by... 

When we have a random sample of multivariate normal fx) observations with known covariance matrix S, the conjugate prior for /lx is multivariate nor-ma/(mo, Vo). The posterior is multivariate norma/(mi, Vi) where... 

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