Probability density function of the error (Bayes Statistics)

#1
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
#2
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.