Prove that the conclusion of Theorem 9.8.1 still holds when the loss function is given by

for arbitrary positive functions w0(θ) and w1(θ). Replicate the proof of Theorem 9.8.1, but replace the constants w0 and w1 by the functions above and keep them inside of the integrals instead of factoring them out.

Transcribed Image Text:

do di wo(e) 0