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Consider finding an estimate X of the random variable X given an observation Y , but instead of using the squared error cost function as

Consider finding an estimate X of the random variable X given an observation Y , but instead of using the squared error cost function as in class, use the absolute error cost given by C(X, X ) = |X X|. Give the optimal Bayesian estimator using this cost function. (Hint: one of the problems from an earlier homework essentially solves this.)

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