=+13.22. This exercise involves some details in Section 13.5. (i) Verify that the likelihood function under M
Question:
=+13.22. This exercise involves some details in Section 13.5.
(i) Verify that the likelihood function under M is given by (13.89).
(ii) Verify (13.93).
(iii) Show that the BP of ζ under M, in the sense of minimizing the MSPE, is ˜ζM = (˜ζM,i)1≤i≤m, where ˜ζM,i is given by (13.94).
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