1. Show that the Bayes estimate of a parameter under weighted squared error loss, l(, a)...

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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] .

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Bayesian Methods For Data Analysis

ISBN: 9781584886976

3rd Edition

Authors: Bradley P. Carlin, Thomas A. Louis

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