2.11 Let X and Y be independently distributed according to distributions P and Q, respectively. Suppose that
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2.11 Let X and Y be independently distributed according to distributions Pξ and Qη, respectively. Suppose that ξ and η are real-valued and independent according to some prior distributions and
. If, with squared error loss, δ is the Bayes estimator of ξ
on the basis of X, and δ
is that of η on the basis of Y ,
(a) show that δ
− δ is the Bayes estimator of η − ξ on the basis of (X, Y );
(b) if η > 0 and δ∗
is the Bayes estimator of 1/η on the basis of Y , show that δ · δ∗
is the Bayes estimator of ξ/η on the basis of (X, Y ).
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Related Book For
Theory Of Point Estimation
ISBN: 9780387985022
2nd Edition
Authors: Erich L. Lehmann, George Casella
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