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De acuerdo con la fórmula del modelo conjugado Normal-Normal del [Bayes Rules](https://www.bayesrulesbook.com/chapter-5.html#ch5-n-n-section), al considerar los valores de n=1, para la previa theta=0 y tau=1, la varianza de la posterior de mu debería ser 2/(1+sigma^2) = 2/3 considerando que se sabe que sigma^2=2. En el archivo de R si se tiene el valor 2/3.
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De acuerdo con la fórmula del modelo conjugado Normal-Normal del Bayes Rules, al considerar los valores de n=1, theta=0 y tau=1 (para la previa), la varianza de la posterior de mu debería ser 2/(1+sigma^2) = 2/3 dada que asumimos sigma^2=2. En el archivo de R si se tiene el valor 2/3.