1 9 Let X1, ,Xn be iid according to the Poisson distribution P() and let have a gamma distribution H(g, ) (a) For squared error loss, show that the Bayes estimator ,g of has a representation analogous to (1 1 13) (b) What happens to ,g as (i) n , (ii) , g 0, or both ...

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1.9 Let X1,...,Xn be iid according to the Poisson distribution P() and let have a gamma...

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1.9 Let X1,...,Xn be iid according to the Poisson distribution P(λ) and let λ have a gamma distribution H(g, α).

(a) For squared error loss, show that the Bayes estimator δα,g of λ has a representation analogous to (1.1.13).

(b) What happens to δα,g as (i) n → ∞, (ii) α → ∞, g → 0, or both?

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Theory Of Point Estimation

ISBN: 9780387985022

2nd Edition

Authors: Erich L. Lehmann, George Casella

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Question Posted: Oct 31, 2024 09:00 AM

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1.9 Let X1,...,Xn be iid according to the Poisson distribution P() and let have a gamma...

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Theory Of Point Estimation

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