If we assume in Example 9.8 that is a random variable having a uniform density with

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If we assume in Example 9.8 that is a random variable having a uniform density with α = 0 and β = 1, show that the Bayes risk is given by

Also show that this Bayes risk is a minimum when a = 1 and b = 2, so that the optimum Bayes decision rule is given by d (x) = x+ 1 / n+ 2.

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John E Freunds Mathematical Statistics With Applications

ISBN: 9780134995373

8th Edition

Authors: Irwin Miller, Marylees Miller

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Question Posted: Nov 04, 2015 03:31 AM

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If we assume in Example 9.8 that is a random variable having a uniform density with

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-)+국(n-2ab)+a (n+ b)?

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Substituting into R d yields Differentiating par...View the full answer

John E Freunds Mathematical Statistics With Applications

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