Suppose that we want to estimate the parameter of the geometric distribution on the basis of
Question:
Suppose that we want to estimate the parameter θ of the geometric distribution on the basis of a single observation. If the loss function is given by
And Θ is looked upon as a random variable having the uniform density h(θ) = 1 for 0 < θ < 1 and h(θ) = 0 else-where, duplicate the steps in Example 9.9 to show that
(a) The conditional density of given X = x is
(b) The Bayes risk is minimized by the decision function d(x) = 2 / x + 2
DistributionThe word "distribution" has several meanings in the financial world, most of them pertaining to the payment of assets from a fund, account, or individual security to an investor or beneficiary. Retirement account distributions are among the most...
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
John E Freunds Mathematical Statistics With Applications
ISBN: 9780134995373
8th Edition
Authors: Irwin Miller, Marylees Miller
Question Posted: