Let Θ1, Θ2, W1, and W2 be independent standard normal random variables. We obtain two observations,
X1=Θ1+W1,X2=Θ1+Θ2+W2.
Find the MAP estimate θ^(theta hat)=(θ^1,θ^2) of (Θ1,Θ2) if we observe that X1=1, X2=3.
1.θ^1 (theta hat)=?
2.θ^2(theta hat)=?