Question: For Bayes estimator (15.4), show that the total mean squared error is [K/(n + K)] 2 [( i i ) 2 ] +

For Bayes estimator (15.4), show that the total mean squared error is

[K/(n + K)]2[∑(πi – γi)2] + [n/(n + K)]2[1 – ∑πi2].

Show that (15.5) is the value of K that minimizes this.

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