If X is normal N(, 1) and has a Cauchy density b/{[b2+ ( ) 2]}, determine
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If X is normal N(θ, 1) and θ has a Cauchy density b/{π[b2+ (θ−
µ)
2]}, determine the possible shapes of the HPD regions for varying µ and b.
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Related Book For
Testing Statistical Hypotheses
ISBN: 9781441931788
3rd Edition
Authors: Erich L. Lehmann, Joseph P. Romano
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