I've been researching the use of Bayesian linear regression, but I've come to an example that. I'm confused about.
Given the model:
$${\bf y} = {\bf \beta}{\bf X} + \bf{\epsilon} $$following example.
Assuming that ${\bf \epsilon} \sim N(0, \phi I)$ and a $p(\beta, \phi) \propto \frac{1}{\phi}$,
Given the model:
$${\bf y} = {\bf \beta}{\bf X} + \bf{\epsilon} $$
Assuming that ${\bf \epsilon} \sim N(0, \phi I)$ and $p(\beta, \phi) \propto \frac{1}{\phi}$, we have:
$$p(\beta|\phi, {\bf y}) \sim N(({\bf X}^{\text{T}}{\bf X})^{-1}{\bf X}^{\text{T}}{\bf y}, \phi ({\bf X}^{\text{T}}{\bf X})^{-1})$$
How iswas $p(\beta|\phi, {\bf y})$ reacheddetermined?
Where: $p(\beta|\phi, {\bf y}) \sim N({\bf X}^{\text{T}}{\bf X})^{-1}{\bf X}^{\text{T}}{\bf y}, \phi ({\bf X}^{\text{T}}{\bf X})^{-1})$.