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Does the order of your Bayesian updates matter?

You receive two independent pieces of evidence, AA and BB, about a parameter. One analyst updates the prior on AA first, then on BB; another updates on BB first, then AA; a third updates on both at once.

Do all three arrive at the same posterior? Prove it, and state the condition required.

Your answer

This one is open-ended. Work it through, then check your reasoning against the full solution.

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