Suppose I have observed ##Z = 3##, where ##Z = X + Y##, where ##X \sim N(0,9), Y \sim N(0,4)##. How would I find the most probable value of ##X## that would have given me ##Z = 3##?
My attempt at a solution: I was given that ##X## and ##Y## are independent, so that means ##Z \sim N(0+0, 9+4) =...