In Example 7.3.5 the MSE of the Bayes estimator, B, of a success probability was calculated (the

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In Example 7.3.5 the MSE of the Bayes estimator, B, of a success probability was calculated (the estimator was derived in Example 7.2.14). Show that the choice α = β = √n/4 yields a constant MSE for B.
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Statistical Inference

ISBN: 978-0534243128

2nd edition

Authors: George Casella, Roger L. Berger

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