With a beta prior for the binomial parameter ???? having ???? = ????1(????1 + ????2) and letting
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With a beta prior for the binomial parameter ???? having ???? = ????1∕(????1 + ????2)
and letting n∗ = ????1 + ????2, find E( ̃???? − ????)
2 and express it as a weighted average of [????(1 − ????)]∕n and (???? − ????)
2. Compare this with E( ̂???? − ????)
2, for ̂???? = y.
Evaluate when the Bayes estimator is better and when the ML estimator is better.
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Related Book For
Foundations Of Linear And Generalized Linear Models
ISBN: 9781118730034
1st Edition
Authors: Alan Agresti
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