Question

2. Suppose that X|θ ~ U(0.0), the uniform distribution on the interval (09). Assuming squared error loss, derive that Bayes e

0 0
Add a comment Improve this question Transcribed image text
Answer #1

do. P+1

Add a comment
Know the answer?
Add Answer to:
2. Suppose that X|θ ~ U(0.0), the uniform distribution on the interval (09). Assuming squared error...
Your Answer:

Post as a guest

Your Name:

What's your source?

Earn Coins

Coins can be redeemed for fabulous gifts.

Not the answer you're looking for? Ask your own homework help question. Our experts will answer your question WITHIN MINUTES for Free.
Similar Homework Help Questions
  • 1. Suppose that X P(A), the Poisson distribution with mean λ Assuming squared error loss, derive...

    1. Suppose that X P(A), the Poisson distribution with mean λ Assuming squared error loss, derive that Bayes estimator of λ with respect to the prior distribution「(Q), first by explicitly deriving the marginal probability mass function of X, obtaining an expression for the posterior density of A and evaluating E(alx) and secondly by identifying g(Alx) by inspection and noting that it is a familiar distribution with a known mean.

  • Consider the normal distribution f(x|θ) = [1 / sqrt(2π)] exp(−1/2 (x − θ)^2 ) for all...

    Consider the normal distribution f(x|θ) = [1 / sqrt(2π)] exp(−1/2 (x − θ)^2 ) for all x. Let the prior distribution for θ be f(θ) = [1 / sqrt(2π)] exp[(−1/2) (θ^2)] for all θ. (a) Show that the posterior distribution is a normal distribution. With what parameters? (b) Find the Bayes’ estimator for θ.

  • Suppose that Xi, X2, , xn is an iid sample from a U(0,0) distribution, where θ...

    Suppose that Xi, X2, , xn is an iid sample from a U(0,0) distribution, where θ 0. În turn, the parameter 0 is best regarded as a random variable with a Pareto(a, b) distribution, that is, bab 0, otherwise, where a 〉 0 and b 〉 0 are known. (a) Turn the "Bayesian crank" to find the posterior distribution of θ. I would probably start by working with a sufficient statistic (b) Find the posterior mean and use this as...

ADVERTISEMENT
Free Homework Help App
Download From Google Play
Scan Your Homework
to Get Instant Free Answers
Need Online Homework Help?
Ask a Question
Get Answers For Free
Most questions answered within 3 hours.
ADVERTISEMENT
ADVERTISEMENT
Active Questions
ADVERTISEMENT