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).