Consider again the conditions of Exercise 6, and suppose that the value of must be estimated

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Consider again the conditions of Exercise 6, and suppose that the value of θ must be estimated by using the squared error loss function. Show that the Bayes estimators, for n = 1, 2, . . . , form a consistent sequence of estimators of θ.

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Probability And Statistics

ISBN: 9780321500465

4th Edition

Authors: Morris H. DeGroot, Mark J. Schervish

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Question Posted: Nov 25, 2015 03:58 AM

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Consider again the conditions of Exercise 6, and suppose that the value of must be estimated

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The Bayes estimator is the mean of the posterior distribution of as given in Exe...View the full answer

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