Let Y be the largest order statistic of a random sample of size n from a distribution

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Let Y be the largest order statistic of a random sample of size n from a distribution with pdf f(x | θ) = 1/θ, 0
h(e) = Ba /e+!, a < 0 < 0, %3D

where α > 0, β > 0.
(a) If w(Y) is the Bayes estimator of θ and [θ ˆ’ w(Y)]2 is the loss function, find w(Y).
(b) If n = 4, α = 1, and β = 2, find the Bayesian estimator w(Y) if the loss function is |θ ˆ’ w(Y)

Distribution
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Probability and Statistical Inference

ISBN: 978-0321923271

9th edition

Authors: Robert V. Hogg, Elliot Tanis, Dale Zimmerman

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