Consider again the situation described in Exercise 22. This time, assume that there is a loss function
Question:
a. Find the formula for the Bayes test for general loss function of the form (9.8.6).
b. Prove that the test in part (a) of Exercise 22 is not a special case of the Bayes test found in part (a) of the present exercise.
c. Prove that the test in part (b) of Exercise 22 is (up to rounding error) a special case of the Bayes test found in part (a) of the present exercise.
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Related Book For
Probability And Statistics
ISBN: 9780321500465
4th Edition
Authors: Morris H. DeGroot, Mark J. Schervish
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