7.10 For the situation of Example 7.6: (a) Show that the Bayes estimator under the loss Lk...

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7.10 For the situation of Example 7.6:

(a) Show that the Bayes estimator under the loss Lk (λ, δ) of (7.7.16) is given by

(7.7.17).

(b) Verify (7.7.19) and (7.7.20).

(c) Evaluate the Bayes risks r(0, δ1) and r(1, δ0). Which estimator, δ0 or δ1, is more robust?

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Theory Of Point Estimation

ISBN: 9780387985022

2nd Edition

Authors: Erich L. Lehmann, George Casella

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