Under X|θ ~ N(θ, σ^2) and θ ~ N(μ, τ^2), the marginal distribution of X is Normal with mean μ and variance σ^2 + τ^2.

Under X|θ ~ N(θ, σ^2) and θ ~ N(μ, τ^2), the marginal distribution of X is Normal with mean μ and variance σ^2 + τ^2.

• A. True
• B. False
• C. Only if σ^2=τ^2
• D. Cannot be determined

Answer: (A)