I am looking at performing some Bayesian updating for single sample observations (e.g. after every throw a quarterback makes). How would we calculate the posterior variance after each sample, where a sample is a single observation (n = 1)?
How would you perform Bayesian updating with a normal-normal conjugate in R for single observations?
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Please provide enough code so others can better understand or reproduce the problem. – Community Feb 24 '22 at 05:31
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See second half of [this answer](https://stackoverflow.com/a/53367519/570918). Because the form is closed, the code for updating is simple math. – merv Mar 09 '22 at 08:13