1. Show that the Bayes estimate of a parameter under weighted squared error loss, l(, a)...
Question:
1. Show that the Bayes estimate of a parameter θ under weighted squared error loss, l(θ,
a) = w(θ)(θ − a)2, is given by dπ(x) = E[θw(θ)|x]
E[w(θ)|x] .
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
Bayesian Methods For Data Analysis
ISBN: 9781584886976
3rd Edition
Authors: Bradley P. Carlin, Thomas A. Louis
Question Posted: