Probability density function of the error (Bayes Statistics)

tomasdexter

New Member
If I have this linear equation:

y = b + mx + error

I need to obtain the probability density function of the error.
The error is of Gaussian distribution with mean 0.

Anyone who knows how to do that?

staassis

Active Member
Give us the complete set-up. What is the distribution of X? How many observations (X_i, Y_i) are you observing? What is the prior distribution on (b, m, Var[error]). If you are doing Bayesian statistics there must be a prior distribution.